+78.5%
IREN vs UTHR
+149.6%
-71.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | +4.8% | +2.8% | +2.0% | +4.4% |
| 30D | +9.8% | -2.3% | +12.0% | +10.1% |
| 3M | -15.3% | -7.4% | -7.9% | -14.6% |
| 6M | +14.5% | -6.0% | +20.4% | +15.0% |
| YTD | +15.5% | +3.4% | +12.1% | +14.0% |
| 1Y | +29.8% | +27.1% | +2.7% | +23.0% |
| 3Y | +834.5% | +123.8% | +710.7% | +740.4% |
| All | +78.5% | +149.6% | -71.1% | +55.3% |
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 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