-25.7%
IREN vs UTHR
+192.8%
-218.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.7% |
| 7D | -16.0% | +5.2% | -21.2% | -16.6% |
| 30D | -40.5% | +9.5% | -50.0% | -41.1% |
| 3M | -59.4% | +17.9% | -77.3% | -60.2% |
| 6M | -67.1% | +2.0% | -69.1% | -67.1% |
| YTD | -51.9% | +21.3% | -73.2% | -53.4% |
| 1Y | -62.7% | +27.9% | -90.5% | -64.2% |
| 3Y | +507.7% | +162.3% | +345.3% | +435.4% |
| All | -25.7% | +192.8% | -218.5% | -36.5% |
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