+218.0%
IAU vs UTHR
+319.3%
-101.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -3.4% | +2.8% | -6.1% | -3.4% |
| 30D | -1.1% | -2.3% | +1.2% | -1.1% |
| 3M | +5.8% | -7.4% | +13.2% | +6.0% |
| 6M | -16.9% | -6.0% | -11.0% | -16.9% |
| YTD | +0.1% | +3.4% | -3.3% | +0.1% |
| 1Y | +18.4% | +27.1% | -8.7% | +17.9% |
| 3Y | +123.6% | +123.8% | -0.2% | +120.8% |
| 5Y | +138.7% | +139.6% | -0.9% | +135.6% |
| All | +218.0% | +319.3% | -101.4% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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