+144.3%
IEMG vs UTHR
+980.4%
-836.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | +1.6% | +3.0% | -1.4% | +1.2% |
| 30D | +4.6% | -4.3% | +9.0% | +5.2% |
| 3M | +4.8% | -8.4% | +13.2% | +6.0% |
| 6M | +16.8% | -4.2% | +21.1% | +17.2% |
| YTD | +24.8% | +4.0% | +20.8% | +23.5% |
| 1Y | +34.3% | +25.5% | +8.8% | +29.2% |
| 3Y | +87.0% | +125.1% | -38.2% | +60.9% |
| 5Y | +49.9% | +140.3% | -90.4% | +25.9% |
| 10Y | +144.8% | +322.5% | -177.7% | +78.8% |
| All | +144.3% | +980.4% | -836.1% | +38.1% |
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 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