+140.8%
IEMG vs UTHR
+313.7%
-172.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.4% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +1.9% | -2.9% | +4.8% | +2.3% |
| 3M | +1.4% | -8.9% | +10.3% | +2.6% |
| 6M | +15.2% | -8.7% | +23.9% | +16.3% |
| YTD | +23.8% | +2.0% | +21.8% | +22.8% |
| 1Y | +30.7% | +22.8% | +7.9% | +25.8% |
| 3Y | +83.3% | +120.6% | -37.3% | +56.1% |
| 5Y | +48.8% | +136.4% | -87.7% | +22.9% |
| All | +140.8% | +313.7% | -172.9% | +68.5% |
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 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