+228.4%
UNH vs IRM
+440.8%
-212.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.8% |
| 7D | -4.5% | -1.4% | -3.1% | -4.2% |
| 30D | -6.5% | -7.4% | +0.8% | -5.0% |
| 3M | -6.0% | -7.4% | +1.4% | -4.6% |
| 6M | +33.7% | +8.7% | +25.0% | +30.1% |
| YTD | +16.4% | +40.9% | -24.6% | +6.3% |
| 1Y | +10.1% | +20.5% | -10.4% | +4.0% |
| 3Y | -16.3% | +101.7% | -118.0% | -33.4% |
| 5Y | +2.1% | +197.7% | -195.6% | -29.5% |
| All | +228.4% | +440.8% | -212.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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