-14.3%
UNH vs IVZ
+132.2%
-146.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.9% |
| 30D | -3.5% | +2.5% | -6.0% | -3.8% |
| 3M | -4.2% | +17.1% | -21.2% | -6.3% |
| 6M | +38.3% | +35.1% | +3.2% | +32.7% |
| YTD | +19.2% | +24.3% | -5.1% | +15.9% |
| 1Y | +15.0% | +48.7% | -33.7% | +10.3% |
| All | -14.3% | +132.2% | -146.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling