-97.2%
IRE vs UTHR
+34.8%
-131.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -1.7% |
| 7D | -15.5% | -2.3% | -13.2% | -15.9% |
| 30D | -70.4% | +6.1% | -76.5% | -69.6% |
| 3M | -81.6% | +8.1% | -89.7% | -80.9% |
| 6M | -94.7% | +3.1% | -97.8% | -94.5% |
| YTD | -91.8% | +19.5% | -111.3% | -90.6% |
| 1Y | -97.6% | +29.7% | -127.3% | -97.0% |
| All | -97.2% | +34.8% | -131.9% | -96.4% |
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