+2,551.3%
ICE vs UTHR
+1,517.3%
+1,034.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.1% |
| 7D | +3.2% | -2.1% | +5.3% | +3.6% |
| 30D | +12.9% | +7.2% | +5.7% | +11.2% |
| 3M | +17.5% | +11.1% | +6.4% | +14.3% |
| 6M | +14.0% | +4.2% | +9.8% | +12.3% |
| YTD | +10.0% | +20.8% | -10.8% | +4.1% |
| 1Y | +19.5% | +29.7% | -10.1% | +11.4% |
| 3Y | +66.8% | +164.1% | -97.4% | +25.9% |
| 5Y | +40.3% | +190.7% | -150.3% | +1.1% |
| 10Y | +249.7% | +355.4% | -105.7% | +107.2% |
| All | +2,551.3% | +1,517.3% | +1,034.0% | +719.0% |
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