+309.6%
IVV vs UTHR
+363.8%
-54.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +1.8% |
| 7D | +0.1% | -2.3% | +2.4% | +0.5% |
| 30D | -3.3% | +6.1% | -9.4% | -4.2% |
| 3M | -2.4% | +8.1% | -10.5% | -3.9% |
| 6M | +2.6% | +3.1% | -0.5% | +1.7% |
| YTD | +11.3% | +19.5% | -8.2% | +7.1% |
| 1Y | +13.4% | +29.7% | -16.3% | +7.6% |
| 3Y | +80.3% | +162.7% | -82.4% | +45.0% |
| 5Y | +72.7% | +192.8% | -120.1% | +33.1% |
| 10Y | +309.6% | +348.1% | -38.5% | +164.2% |
| All | +309.6% | +363.8% | -54.1% | +164.2% |
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