+409.4%
IWF vs UTHR
+319.3%
+90.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -1.7% | +2.8% | -4.5% | -2.2% |
| 30D | -1.8% | -2.3% | +0.4% | -1.5% |
| 3M | +1.5% | -7.4% | +8.8% | +2.6% |
| 6M | +7.7% | -6.0% | +13.7% | +8.4% |
| YTD | +2.7% | +3.4% | -0.7% | +1.4% |
| 1Y | +6.8% | +27.1% | -20.3% | +1.4% |
| 3Y | +76.9% | +123.8% | -46.9% | +45.9% |
| 5Y | +73.4% | +139.6% | -66.2% | +38.2% |
| All | +409.4% | +319.3% | +90.1% | +230.9% |
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 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