-0.5%
UNH vs IVZ
+61.1%
-61.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -4.5% | -2.4% | -2.2% | -4.3% |
| 30D | -6.5% | +3.0% | -9.6% | -6.9% |
| 3M | -6.0% | +14.9% | -20.9% | -7.9% |
| 6M | +33.7% | +36.7% | -3.1% | +27.8% |
| YTD | +16.4% | +25.7% | -9.3% | +12.7% |
| 1Y | +10.1% | +47.7% | -37.6% | +4.7% |
| 3Y | -16.3% | +138.8% | -155.1% | -25.0% |
| All | -0.5% | +61.1% | -61.6% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling