-3.6%
UNH vs IP
-13.0%
+9.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -1.2% |
| 30D | +6.5% | +9.2% | -2.7% | +5.3% |
| 3M | +0.8% | -16.1% | +16.9% | +2.8% |
| 6M | +6.1% | +9.6% | -3.5% | +4.4% |
| YTD | +24.5% | -8.8% | +33.3% | +25.1% |
| 1Y | +26.3% | -5.5% | +31.8% | +26.3% |
| 3Y | -20.7% | +19.6% | -40.3% | -23.8% |
| 5Y | -3.6% | -13.5% | +9.9% | +0.4% |
| All | -3.6% | -13.0% | +9.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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