+5,421.0%
UNH vs IWF
+724.4%
+4,696.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +1.1% | +1.5% | -0.3% | +0.2% |
| 30D | -1.5% | -1.3% | -0.3% | -0.8% |
| 3M | -0.8% | +0.1% | -1.0% | -1.5% |
| 6M | +41.8% | +10.3% | +31.5% | +32.0% |
| YTD | +23.1% | +4.2% | +18.9% | +18.5% |
| 1Y | +28.5% | +9.3% | +19.2% | +19.7% |
| 3Y | -11.8% | +79.3% | -91.1% | -43.6% |
| 5Y | +5.3% | +73.8% | -68.4% | -33.5% |
| 10Y | +247.4% | +410.9% | -163.5% | +0.4% |
| All | +5,421.0% | +724.4% | +4,696.5% | +799.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling