+22.9%
IP vs UTHR
+295.8%
-272.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -5.3% | -5.4% | +0.1% | -4.3% |
| 30D | -10.9% | -6.0% | -4.8% | -9.9% |
| 3M | +11.2% | -11.0% | +22.1% | +13.6% |
| 6M | -10.2% | -0.5% | -9.7% | -10.5% |
| YTD | -2.0% | +0.1% | -2.1% | -2.7% |
| 1Y | -19.1% | +28.2% | -47.3% | -24.0% |
| 3Y | +20.9% | +113.8% | -93.0% | -1.8% |
| 5Y | -17.8% | +131.3% | -149.1% | -36.0% |
| All | +22.9% | +295.8% | -272.9% | -25.1% |
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