+5,248.0%
UNH vs IJR
+1,119.4%
+4,128.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -3.2% | -2.3% | -0.8% | -1.9% |
| 30D | -3.5% | -4.7% | +1.2% | -0.8% |
| 3M | -4.2% | +2.1% | -6.3% | -5.4% |
| 6M | +38.3% | +13.9% | +24.4% | +28.1% |
| YTD | +19.2% | +18.2% | +1.0% | +8.1% |
| 1Y | +15.0% | +21.8% | -6.9% | +2.4% |
| 3Y | -14.5% | +52.2% | -66.7% | -35.1% |
| 5Y | +4.6% | +40.1% | -35.5% | -18.8% |
| 10Y | +241.1% | +169.7% | +71.5% | +69.6% |
| All | +5,248.0% | +1,119.4% | +4,128.6% | +1,091.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling