+4.6%
UNH vs IWF
+71.2%
-66.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.2% | -1.7% | -1.4% | -2.8% |
| 30D | -3.5% | -1.8% | -1.6% | -3.1% |
| 3M | -4.2% | +1.5% | -5.6% | -4.7% |
| 6M | +38.3% | +7.7% | +30.6% | +35.3% |
| YTD | +19.2% | +2.7% | +16.5% | +17.9% |
| 1Y | +15.0% | +6.8% | +8.2% | +12.6% |
| 3Y | -14.5% | +76.9% | -91.4% | -29.3% |
| 5Y | +4.6% | +73.4% | -68.8% | -14.4% |
| All | +4.6% | +71.2% | -66.6% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling