+363.6%
IGV vs UTHR
+364.7%
-1.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.3% | +5.2% | -2.9% | +1.4% |
| 30D | -6.0% | +9.5% | -15.5% | -7.5% |
| 3M | -4.8% | +17.9% | -22.7% | -7.7% |
| 6M | +14.2% | +2.0% | +12.2% | +13.4% |
| YTD | -4.2% | +21.3% | -25.6% | -8.5% |
| 1Y | -5.3% | +27.9% | -33.1% | -10.4% |
| 3Y | +38.8% | +162.3% | -123.6% | +9.3% |
| 5Y | +14.2% | +190.7% | -176.5% | -14.1% |
| All | +363.6% | +364.7% | -1.1% | +186.6% |
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