+168.1%
IJR vs UTHR
+313.7%
-145.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | -2.2% | +1.9% | -4.1% | -2.6% |
| 30D | -4.6% | -2.9% | -1.7% | -4.1% |
| 3M | +0.2% | -8.9% | +9.1% | +1.9% |
| 6M | +14.7% | -8.7% | +23.5% | +16.2% |
| YTD | +18.9% | +2.0% | +16.8% | +17.2% |
| 1Y | +19.9% | +22.8% | -2.9% | +13.4% |
| 3Y | +53.0% | +120.6% | -67.6% | +21.9% |
| 5Y | +40.9% | +136.4% | -95.6% | +7.7% |
| All | +168.1% | +313.7% | -145.6% | +60.1% |
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 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