-13.8%
UNH vs IOT
+55.2%
-69.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.8% |
| 7D | -1.7% | +5.1% | -6.7% | -1.8% |
| 30D | -3.8% | -3.0% | -0.8% | -3.8% |
| 3M | -4.3% | +15.0% | -19.2% | -4.8% |
| 6M | +38.6% | +13.1% | +25.5% | +37.7% |
| YTD | +20.7% | +9.0% | +11.7% | +19.8% |
| 1Y | +16.0% | +0.1% | +15.9% | +15.3% |
| 3Y | -13.5% | +26.4% | -39.9% | -14.8% |
| All | -13.8% | +55.2% | -69.0% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling