+763.7%
IVV vs UTHR
+1,845.3%
-1,081.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +3.3% | +4.9% | -1.5% | +2.7% |
| 30D | -2.7% | +9.2% | -11.8% | -3.7% |
| 3M | -1.7% | +15.9% | -17.6% | -3.7% |
| 6M | +3.2% | +2.0% | +1.2% | +2.6% |
| YTD | +12.0% | +21.8% | -9.8% | +8.5% |
| 1Y | +12.1% | +28.6% | -16.4% | +7.8% |
| 3Y | +78.6% | +166.2% | -87.6% | +53.4% |
| 5Y | +73.8% | +191.8% | -118.0% | +46.1% |
| 10Y | +312.1% | +367.2% | -55.0% | +216.5% |
| All | +763.7% | +1,845.3% | -1,081.5% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling