+6,700.2%
UNH vs IRM
+9,772.9%
-3,072.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +3.4% | +6.8% | -3.4% | +1.8% |
| 30D | +3.0% | +2.6% | +0.4% | +2.2% |
| 3M | +2.7% | -9.5% | +12.2% | +4.6% |
| 6M | +2.8% | -8.5% | +11.3% | +4.2% |
| YTD | +25.9% | +40.3% | -14.4% | +15.2% |
| 1Y | +25.8% | +28.7% | -2.9% | +17.3% |
| 3Y | -20.0% | +111.8% | -131.9% | -35.3% |
| 5Y | -2.8% | +189.1% | -191.9% | -28.4% |
| 10Y | +228.7% | +519.8% | -291.1% | +95.8% |
| All | +6,700.2% | +9,772.9% | -3,072.7% | +2,324.3% |
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