+65.5%
IWF vs UTHR
+166.1%
-100.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.8% | +5.2% | -2.4% | +2.5% |
| 30D | -7.5% | +9.5% | -17.0% | -8.0% |
| 3M | -8.5% | +17.9% | -26.4% | -9.3% |
| 6M | -7.4% | +2.0% | -9.4% | -7.5% |
| YTD | -2.6% | +21.3% | -24.0% | -4.0% |
| 1Y | -1.8% | +27.9% | -29.7% | -3.5% |
| 3Y | +65.5% | +162.3% | -96.9% | +60.0% |
| All | +65.5% | +166.1% | -100.7% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling