+192.8%
IRM vs UTHR
+140.7%
+52.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | +3.0% | +3.0% | 0.0% | +2.8% |
| 30D | -5.2% | -4.3% | -0.9% | -4.9% |
| 3M | -8.0% | -8.4% | +0.3% | -7.4% |
| 6M | +9.2% | -4.2% | +13.4% | +9.4% |
| YTD | +41.0% | +4.0% | +37.0% | +40.1% |
| 1Y | +23.3% | +25.5% | -2.3% | +20.0% |
| 3Y | +102.8% | +125.1% | -22.3% | +77.4% |
| 5Y | +192.8% | +140.3% | +52.5% | +147.0% |
| All | +192.8% | +140.7% | +52.0% | +147.0% |
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