+9,922.8%
UNH vs IVZ
+1,090.9%
+8,831.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | +1.1% | +1.1% | +0.1% | +0.9% |
| 30D | -1.5% | +3.1% | -4.6% | -2.3% |
| 3M | -0.8% | +18.2% | -19.0% | -5.0% |
| 6M | +41.8% | +38.6% | +3.2% | +30.6% |
| YTD | +23.1% | +25.9% | -2.8% | +15.9% |
| 1Y | +28.5% | +51.7% | -23.2% | +15.8% |
| 3Y | -11.8% | +138.7% | -150.4% | -30.7% |
| 5Y | +5.3% | +62.8% | -57.4% | -12.4% |
| 10Y | +247.4% | +60.9% | +186.5% | +167.4% |
| All | +9,922.8% | +1,090.9% | +8,831.9% | +4,034.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling