+6,487.4%
UNH vs IRM
+9,964.6%
-3,477.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.3% |
| 7D | +1.1% | -0.5% | +1.5% | +1.1% |
| 30D | -3.8% | -8.1% | +4.3% | -2.0% |
| 3M | +0.7% | -9.7% | +10.4% | +2.8% |
| 6M | +37.9% | +10.0% | +27.9% | +34.0% |
| YTD | +21.9% | +43.0% | -21.1% | +11.5% |
| 1Y | +31.4% | +32.7% | -1.3% | +21.9% |
| 3Y | -11.4% | +102.7% | -114.1% | -27.5% |
| 5Y | +2.5% | +187.6% | -185.0% | -24.1% |
| 10Y | +242.9% | +420.1% | -177.2% | +112.8% |
| All | +6,487.4% | +9,964.6% | -3,477.2% | +2,245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling