+144.6%
IEFA vs UTHR
+313.7%
-169.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | -1.5% | -2.9% | +1.4% | -1.2% |
| 3M | +3.4% | -8.9% | +12.3% | +4.6% |
| 6M | +9.5% | -8.7% | +18.2% | +10.6% |
| YTD | +13.0% | +2.0% | +11.0% | +12.1% |
| 1Y | +18.0% | +22.8% | -4.8% | +13.7% |
| 3Y | +65.4% | +120.6% | -55.3% | +41.1% |
| 5Y | +51.6% | +136.4% | -84.9% | +25.6% |
| All | +144.6% | +313.7% | -169.1% | +72.1% |
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