+245.3%
UNH vs IWD
+195.0%
+50.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.5% |
| 7D | -1.7% | -1.2% | -0.5% | -0.7% |
| 30D | -3.8% | -1.6% | -2.2% | -2.5% |
| 3M | -4.3% | +7.0% | -11.3% | -9.7% |
| 6M | +38.6% | +17.0% | +21.7% | +21.0% |
| YTD | +20.7% | +21.6% | -0.9% | +1.9% |
| 1Y | +16.0% | +28.0% | -12.0% | -6.1% |
| 3Y | -13.5% | +70.6% | -84.0% | -46.2% |
| 5Y | +3.5% | +73.3% | -69.8% | -37.5% |
| 10Y | +245.3% | +200.5% | +44.8% | +19.3% |
| All | +245.3% | +195.0% | +50.3% | +19.3% |
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