+236.3%
UNH vs IGV
+363.9%
-127.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.2% | -5.4% | +2.2% | -1.3% |
| 30D | -3.5% | -2.6% | -0.8% | -2.9% |
| 3M | -4.2% | +10.5% | -14.7% | -8.1% |
| 6M | +38.3% | +18.2% | +20.1% | +28.3% |
| YTD | +19.2% | -4.2% | +23.4% | +19.2% |
| 1Y | +15.0% | -9.8% | +24.8% | +17.3% |
| 3Y | -14.5% | +39.1% | -53.6% | -28.8% |
| 5Y | +4.6% | +21.2% | -16.6% | -8.6% |
| All | +236.3% | +363.9% | -127.5% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling