+201.0%
IWD vs UTHR
+366.4%
-165.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.7% | +4.9% | -3.2% | +0.9% |
| 30D | +3.2% | +9.2% | -6.0% | +1.7% |
| 3M | +2.3% | +15.9% | -13.6% | -0.4% |
| 6M | +12.9% | +2.0% | +11.0% | +12.2% |
| YTD | +26.2% | +21.8% | +4.5% | +21.0% |
| 1Y | +28.3% | +28.6% | -0.3% | +21.8% |
| 3Y | +84.4% | +166.2% | -81.9% | +47.5% |
| 5Y | +73.0% | +191.8% | -118.8% | +33.2% |
| All | +201.0% | +366.4% | -165.3% | +92.7% |
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