+225.1%
UNH vs IWD
+205.2%
+19.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.1% |
| 30D | +6.5% | +3.6% | +2.9% | +3.3% |
| 3M | +0.8% | +2.7% | -1.9% | -1.5% |
| 6M | +6.1% | +13.2% | -7.1% | -4.7% |
| YTD | +24.5% | +26.8% | -2.3% | +1.5% |
| 1Y | +26.3% | +29.3% | -2.9% | +1.4% |
| 3Y | -20.7% | +85.1% | -105.9% | -54.0% |
| 5Y | -3.6% | +74.2% | -77.8% | -41.7% |
| 10Y | +225.1% | +204.6% | +20.5% | +17.6% |
| All | +225.1% | +205.2% | +19.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling