+129.6%
IEF vs UTHR
+8,383.3%
-8,253.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.1% |
| 7D | +0.1% | -2.9% | +2.9% | 0.0% |
| 30D | -0.7% | -7.6% | +6.9% | -0.9% |
| 3M | -0.4% | -8.6% | +8.1% | -0.6% |
| 6M | -2.5% | +4.1% | -6.6% | -2.4% |
| YTD | -1.6% | +2.2% | -3.8% | -1.5% |
| 1Y | -1.3% | +26.2% | -27.5% | -0.7% |
| 3Y | +10.1% | +121.2% | -111.1% | +12.5% |
| 5Y | -8.3% | +136.5% | -144.8% | -5.9% |
| 10Y | +4.5% | +300.1% | -295.6% | +9.6% |
| All | +129.6% | +8,383.3% | -8,253.7% | +164.5% |
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