+5,362.3%
UNH vs IWD
+728.9%
+4,633.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -2.8% |
| 30D | +4.8% | +2.7% | +2.2% | +2.6% |
| 3M | -1.8% | +0.9% | -2.7% | -2.6% |
| 6M | +8.6% | +10.5% | -2.0% | -0.2% |
| YTD | +21.8% | +23.7% | -1.9% | +2.0% |
| 1Y | +25.8% | +28.7% | -2.9% | +2.0% |
| 3Y | -21.3% | +79.7% | -101.0% | -52.2% |
| 5Y | -5.3% | +69.7% | -75.0% | -40.4% |
| 10Y | +238.1% | +211.4% | +26.7% | +28.4% |
| All | +5,362.3% | +728.9% | +4,633.3% | +868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling