-97.1%
IRE vs UTHR
+30.0%
-127.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.7% | +40.2% | +39.4% |
| 7D | -27.2% | -6.1% | -21.0% | -28.2% |
| 30D | -75.1% | +3.1% | -78.2% | -74.6% |
| 3M | -77.9% | +5.5% | -83.3% | -77.1% |
| 6M | -94.6% | -5.8% | -88.8% | -94.5% |
| YTD | -91.5% | +15.3% | -106.9% | -90.4% |
| 1Y | -97.8% | +23.8% | -121.6% | -97.4% |
| All | -97.1% | +30.0% | -127.1% | -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