+215.7%
IEFA vs UTHR
+961.5%
-745.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | +1.2% | -2.9% | +4.0% | +1.5% |
| 30D | -0.6% | -7.6% | +7.0% | +0.4% |
| 3M | +6.2% | -8.6% | +14.8% | +7.4% |
| 6M | +11.2% | +4.1% | +7.0% | +10.2% |
| YTD | +14.2% | +2.2% | +12.0% | +13.2% |
| 1Y | +20.0% | +26.2% | -6.2% | +15.3% |
| 3Y | +68.8% | +121.2% | -52.4% | +45.6% |
| 5Y | +52.7% | +136.5% | -83.9% | +28.5% |
| 10Y | +144.2% | +300.1% | -155.9% | +80.1% |
| All | +215.7% | +961.5% | -745.9% | +85.5% |
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