+1,022.7%
IREN vs UTHR
+121.3%
+901.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +4.8% |
| 7D | +27.5% | -2.9% | +30.3% | +27.9% |
| 30D | +13.8% | -7.6% | +21.4% | +15.0% |
| 3M | -20.7% | -8.6% | -12.1% | -19.9% |
| 6M | +27.9% | +4.1% | +23.7% | +26.3% |
| YTD | +24.3% | +2.2% | +22.1% | +22.6% |
| 1Y | +79.2% | +26.2% | +53.0% | +68.1% |
| All | +1,022.7% | +121.3% | +901.4% | +1,066.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling