+745.6%
IWD vs UTHR
+1,720.2%
-974.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.6% |
| 7D | +1.3% | -2.3% | +3.5% | +1.5% |
| 30D | +3.6% | +6.1% | -2.5% | +2.8% |
| 3M | +2.3% | +8.1% | -5.8% | +1.1% |
| 6M | +13.0% | +3.1% | +9.9% | +12.3% |
| YTD | +26.2% | +19.5% | +6.6% | +22.6% |
| 1Y | +30.5% | +29.7% | +0.7% | +25.4% |
| 3Y | +86.2% | +162.7% | -76.5% | +60.9% |
| 5Y | +72.9% | +192.8% | -119.9% | +46.1% |
| 10Y | +205.0% | +348.1% | -143.1% | +137.6% |
| All | +745.6% | +1,720.2% | -974.6% | +390.4% |
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