+356.3%
IGV vs UTHR
+319.3%
+37.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -5.4% | +2.8% | -8.2% | -5.8% |
| 30D | -2.6% | -2.3% | -0.4% | -2.3% |
| 3M | +10.5% | -7.4% | +17.9% | +11.9% |
| 6M | +18.2% | -6.0% | +24.1% | +18.9% |
| YTD | -4.2% | +3.4% | -7.6% | -5.7% |
| 1Y | -9.8% | +27.1% | -36.9% | -14.8% |
| 3Y | +39.1% | +123.8% | -84.7% | +13.3% |
| 5Y | +21.2% | +139.6% | -118.4% | -5.0% |
| All | +356.3% | +319.3% | +37.0% | +190.9% |
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