+66.3%
IBIT vs UTHR
+130.4%
-64.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | +1.1% | +3.0% | -1.9% | +0.8% |
| 30D | +22.2% | -4.3% | +26.6% | +22.9% |
| 3M | +26.0% | -8.4% | +34.4% | +27.3% |
| 6M | +13.2% | -4.2% | +17.4% | +13.6% |
| YTD | -10.8% | +4.0% | -14.8% | -11.3% |
| 1Y | -29.9% | +25.5% | -55.5% | -31.6% |
| All | +66.3% | +130.4% | -64.1% | +52.6% |
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