+76.6%
IWF vs UTHR
+125.3%
-48.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.6% |
| 7D | +0.5% | +3.0% | -2.5% | +0.4% |
| 30D | -1.4% | -4.3% | +2.9% | -1.1% |
| 3M | +0.4% | -8.4% | +8.8% | +0.9% |
| 6M | +8.5% | -4.2% | +12.7% | +8.6% |
| YTD | +3.7% | +4.0% | -0.3% | +3.2% |
| 1Y | +8.5% | +25.5% | -17.0% | +6.6% |
| All | +76.6% | +125.3% | -48.7% | +70.1% |
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