+60.9%
IVZ vs UTHR
+308.5%
-247.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.8% |
| 7D | +1.1% | -2.9% | +4.0% | +1.8% |
| 30D | +3.1% | -7.6% | +10.7% | +5.1% |
| 3M | +18.2% | -8.6% | +26.7% | +20.7% |
| 6M | +38.6% | +4.1% | +34.5% | +36.3% |
| YTD | +25.9% | +2.2% | +23.7% | +23.9% |
| 1Y | +51.7% | +26.2% | +25.5% | +40.7% |
| 3Y | +138.7% | +121.2% | +17.5% | +79.2% |
| 5Y | +62.8% | +136.5% | -73.8% | +15.9% |
| 10Y | +60.9% | +300.1% | -239.2% | -16.3% |
| All | +60.9% | +308.5% | -247.6% | -16.3% |
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