+5,121.4%
UNH vs IJH
+1,054.0%
+4,067.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.9% |
| 7D | -4.5% | -1.9% | -2.7% | -3.4% |
| 30D | -6.5% | -4.6% | -1.9% | -3.6% |
| 3M | -6.0% | -1.2% | -4.8% | -5.4% |
| 6M | +33.7% | +9.4% | +24.3% | +25.3% |
| YTD | +16.4% | +13.3% | +3.1% | +6.6% |
| 1Y | +10.1% | +13.4% | -3.3% | +0.7% |
| 3Y | -16.3% | +50.4% | -66.7% | -38.6% |
| 5Y | +2.1% | +49.0% | -46.9% | -26.8% |
| 10Y | +233.1% | +182.6% | +50.5% | +47.7% |
| All | +5,121.4% | +1,054.0% | +4,067.4% | +871.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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