+5,370.0%
UNH vs IWD
+726.5%
+4,643.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.4% |
| 7D | +1.1% | -0.3% | +1.3% | +1.3% |
| 30D | -3.8% | +0.6% | -4.4% | -4.2% |
| 3M | +0.7% | +7.2% | -6.5% | -5.0% |
| 6M | +37.9% | +16.2% | +21.7% | +21.6% |
| YTD | +21.9% | +23.3% | -1.4% | +2.4% |
| 1Y | +31.4% | +29.6% | +1.8% | +6.1% |
| 3Y | -11.4% | +70.5% | -81.9% | -43.8% |
| 5Y | +2.5% | +73.5% | -70.9% | -36.6% |
| 10Y | +242.9% | +198.3% | +44.5% | +34.9% |
| All | +5,370.0% | +726.5% | +4,643.5% | +872.7% |
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