+3,072.8%
UNH vs IGV
+951.3%
+2,121.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.7% |
| 7D | +1.1% | -3.3% | +4.5% | +2.5% |
| 30D | -1.5% | 0.0% | -1.5% | -2.0% |
| 3M | -0.8% | +7.3% | -8.2% | -4.5% |
| 6M | +41.8% | +16.7% | +25.1% | +30.8% |
| YTD | +23.1% | -2.8% | +25.9% | +22.1% |
| 1Y | +28.5% | -6.7% | +35.2% | +29.4% |
| 3Y | -11.8% | +41.1% | -52.9% | -27.9% |
| 5Y | +5.3% | +22.0% | -16.6% | -11.5% |
| 10Y | +247.4% | +357.9% | -110.5% | +54.1% |
| All | +3,072.8% | +951.3% | +2,121.5% | +718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling