+395.8%
IBN vs UTHR
+366.4%
+29.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +5.7% | +4.9% | +0.8% | +5.0% |
| 30D | +20.5% | +9.2% | +11.3% | +19.0% |
| 3M | +15.2% | +15.9% | -0.7% | +12.6% |
| 6M | +34.5% | +2.0% | +32.5% | +33.7% |
| YTD | +16.4% | +21.8% | -5.4% | +12.4% |
| 1Y | +13.5% | +28.6% | -15.0% | +8.8% |
| 3Y | +55.4% | +166.2% | -110.8% | +29.3% |
| 5Y | +73.1% | +191.8% | -118.7% | +39.7% |
| All | +395.8% | +366.4% | +29.4% | +249.3% |
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