+132,969.6%
UNH vs IFF
+830.6%
+132,139.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.2% | -2.8% | -0.4% | -2.3% |
| 30D | -3.5% | -1.1% | -2.3% | -3.2% |
| 3M | -4.2% | +13.8% | -18.0% | -8.2% |
| 6M | +38.3% | +16.7% | +21.6% | +29.8% |
| YTD | +19.2% | +26.1% | -6.9% | +9.0% |
| 1Y | +15.0% | +33.5% | -18.5% | +2.9% |
| 3Y | -14.5% | +31.6% | -46.1% | -25.7% |
| 5Y | +4.6% | -34.9% | +39.4% | +10.3% |
| 10Y | +241.1% | -20.3% | +261.4% | +218.7% |
| All | +132,969.6% | +830.6% | +132,139.0% | +34,451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling