+228.4%
UNH vs IJR
+172.1%
+56.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -4.5% | -2.2% | -2.4% | -3.5% |
| 30D | -6.5% | -4.6% | -1.9% | -4.4% |
| 3M | -6.0% | +0.2% | -6.2% | -6.2% |
| 6M | +33.7% | +14.7% | +18.9% | +24.5% |
| YTD | +16.4% | +18.9% | -2.5% | +6.5% |
| 1Y | +10.1% | +19.9% | -9.9% | +0.2% |
| 3Y | -16.3% | +53.0% | -69.3% | -34.6% |
| 5Y | +2.1% | +40.9% | -38.8% | -18.3% |
| All | +228.4% | +172.1% | +56.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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