+313.4%
IVV vs UTHR
+362.9%
-49.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -0.9% | -2.1% | +1.2% | -0.6% |
| 30D | -2.3% | +8.3% | -10.6% | -3.6% |
| 3M | -1.2% | +15.5% | -16.7% | -3.7% |
| 6M | +3.3% | +4.5% | -1.2% | +2.2% |
| YTD | +12.3% | +22.2% | -9.9% | +7.7% |
| 1Y | +12.5% | +29.7% | -17.2% | +6.8% |
| 3Y | +79.2% | +167.3% | -88.1% | +43.7% |
| 5Y | +75.6% | +196.5% | -120.9% | +35.2% |
| 10Y | +313.4% | +369.0% | -55.6% | +165.9% |
| All | +313.4% | +362.9% | -49.6% | +165.9% |
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