-92.0%
IOVA vs UTHR
+772.4%
-864.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +9.7% | -5.4% | +15.1% | +11.8% |
| 30D | +102.5% | -6.0% | +108.6% | +107.4% |
| 3M | +100.7% | -11.0% | +111.7% | +110.0% |
| 6M | +106.3% | -0.5% | +106.9% | +106.9% |
| YTD | +222.0% | +0.1% | +221.9% | +220.9% |
| 1Y | +299.5% | +28.2% | +271.4% | +264.5% |
| 3Y | +42.9% | +113.8% | -70.9% | +6.9% |
| 5Y | -65.0% | +131.3% | -196.3% | -75.5% |
| 10Y | +10.3% | +296.7% | -286.4% | -38.5% |
| All | -92.0% | +772.4% | -864.5% | -96.3% |
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 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