-0.5%
UNH vs IFF
-35.8%
+35.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | -4.5% | -3.2% | -1.4% | -4.3% |
| 30D | -6.5% | -0.3% | -6.2% | -6.5% |
| 3M | -6.0% | +8.4% | -14.4% | -6.8% |
| 6M | +33.7% | +23.0% | +10.6% | +30.5% |
| YTD | +16.4% | +25.5% | -9.1% | +13.4% |
| 1Y | +10.1% | +29.1% | -19.0% | +6.8% |
| 3Y | -16.3% | +31.7% | -48.0% | -20.6% |
| All | -0.5% | -35.8% | +35.3% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling