+313.7%
IVV vs UTHR
+308.5%
+5.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.0% |
| 30D | -1.0% | -7.6% | +6.6% | +0.3% |
| 3M | +3.9% | -8.6% | +12.4% | +5.3% |
| 6M | +14.5% | +4.1% | +10.4% | +13.1% |
| YTD | +12.9% | +2.2% | +10.7% | +11.7% |
| 1Y | +19.4% | +26.2% | -6.8% | +13.5% |
| 3Y | +78.8% | +121.2% | -42.4% | +48.1% |
| 5Y | +82.2% | +136.5% | -54.4% | +46.0% |
| 10Y | +313.7% | +300.1% | +13.5% | +168.7% |
| All | +313.7% | +308.5% | +5.1% | +168.7% |
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 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