+228.4%
UNH vs IWF
+422.7%
-194.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.8% |
| 7D | -4.5% | -0.9% | -3.6% | -4.1% |
| 30D | -6.5% | -1.7% | -4.8% | -5.7% |
| 3M | -6.0% | +0.7% | -6.7% | -6.8% |
| 6M | +33.7% | +8.6% | +25.1% | +26.7% |
| YTD | +16.4% | +3.5% | +12.9% | +13.1% |
| 1Y | +10.1% | +7.0% | +3.0% | +4.7% |
| 3Y | -16.3% | +76.3% | -92.6% | -44.3% |
| 5Y | +2.1% | +74.8% | -72.6% | -33.1% |
| All | +228.4% | +422.7% | -194.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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