+7.0%
IOVA vs UTHR
+349.3%
-342.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -8.5% | -2.1% | -6.4% | -7.6% |
| 30D | -44.7% | +7.2% | -51.9% | -46.3% |
| 3M | +26.2% | +11.1% | +15.1% | +19.9% |
| 6M | +123.2% | +4.2% | +119.0% | +118.6% |
| YTD | +196.0% | +20.8% | +175.2% | +170.5% |
| 1Y | +240.9% | +29.7% | +211.3% | +203.0% |
| 3Y | +103.5% | +164.1% | -60.6% | +29.1% |
| 5Y | -65.5% | +190.7% | -256.1% | -80.1% |
| 10Y | +7.0% | +355.4% | -348.4% | -56.3% |
| All | +7.0% | +349.3% | -342.3% | -56.3% |
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