-98.0%
IRE vs UTHR
+36.8%
-134.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.4% | -14.0% | -14.4% |
| 7D | -31.8% | +5.2% | -37.0% | -31.1% |
| 30D | -71.8% | +9.5% | -81.2% | -70.7% |
| 3M | -88.9% | +17.9% | -106.8% | -88.1% |
| 6M | -95.4% | +2.0% | -97.4% | -95.2% |
| YTD | -94.2% | +21.3% | -115.6% | -93.4% |
| 1Y | -97.1% | +27.9% | -125.0% | -96.5% |
| All | -98.0% | +36.8% | -134.8% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling