+13.8%
UNH vs IRE
-97.7%
+111.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.8% | +17.7% | +1.7% |
| 7D | +0.2% | -41.9% | +42.1% | -0.2% |
| 30D | +6.8% | -75.1% | +81.9% | +5.6% |
| 3M | -0.3% | -82.4% | +82.1% | -1.6% |
| 6M | +7.9% | -95.5% | +103.4% | +5.7% |
| YTD | +25.1% | -93.1% | +118.2% | +22.0% |
| 1Y | +29.3% | -97.8% | +127.1% | +26.6% |
| All | +13.8% | -97.7% | +111.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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