-16.9%
UNH vs IOT
+54.1%
-71.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.5% | -4.5% | 0.0% | -4.4% |
| 30D | -6.5% | -2.4% | -4.1% | -6.5% |
| 3M | -6.0% | +19.0% | -25.0% | -6.6% |
| 6M | +33.7% | +19.6% | +14.0% | +32.5% |
| YTD | +16.4% | +8.3% | +8.1% | +15.5% |
| 1Y | +10.1% | -0.8% | +10.9% | +9.5% |
| 3Y | -16.3% | +24.4% | -40.7% | -17.5% |
| All | -16.9% | +54.1% | -71.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling