+1,148.9%
IJR vs UTHR
+1,456.2%
-307.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -1.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | -3.1% | -7.6% | +4.4% | -2.0% |
| 3M | +4.4% | -8.6% | +13.0% | +5.8% |
| 6M | +16.1% | +4.1% | +12.0% | +14.8% |
| YTD | +20.6% | +2.2% | +18.4% | +19.3% |
| 1Y | +22.9% | +26.2% | -3.3% | +17.3% |
| 3Y | +55.2% | +121.2% | -66.0% | +32.2% |
| 5Y | +41.1% | +136.5% | -95.4% | +17.5% |
| 10Y | +167.0% | +300.1% | -133.1% | +97.3% |
| All | +1,148.9% | +1,456.2% | -307.3% | +575.6% |
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 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