+776.1%
IVV vs UTHR
+1,498.7%
-722.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | -5.4% | +5.5% | +0.8% |
| 30D | +0.1% | -6.0% | +6.1% | +0.8% |
| 3M | +2.0% | -11.0% | +13.0% | +3.4% |
| 6M | +13.0% | -0.5% | +13.6% | +12.7% |
| YTD | +13.6% | +0.1% | +13.5% | +13.0% |
| 1Y | +20.1% | +28.2% | -8.1% | +15.5% |
| 3Y | +77.6% | +113.8% | -36.2% | +57.0% |
| 5Y | +82.5% | +131.3% | -48.8% | +58.1% |
| 10Y | +316.5% | +296.7% | +19.8% | +227.0% |
| All | +776.1% | +1,498.7% | -722.6% | +418.7% |
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 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