+1,395.9%
IBKR vs UTHR
+1,596.5%
-200.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.8% | +2.8% | -6.6% | -4.4% |
| 30D | -0.3% | -2.3% | +1.9% | +0.1% |
| 3M | +4.8% | -7.4% | +12.2% | +6.4% |
| 6M | +30.8% | -6.0% | +36.8% | +31.9% |
| YTD | +39.5% | +3.4% | +36.1% | +37.2% |
| 1Y | +43.7% | +27.1% | +16.6% | +34.4% |
| 3Y | +284.7% | +123.8% | +160.8% | +204.9% |
| 5Y | +484.9% | +139.6% | +345.3% | +346.3% |
| 10Y | +980.8% | +320.0% | +660.8% | +575.1% |
| All | +1,395.9% | +1,596.5% | -200.6% | +548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling