+56.0%
IWF vs UTHR
+190.6%
-134.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.8% | +5.2% | -2.4% | +2.3% |
| 30D | -7.5% | +9.5% | -17.0% | -8.3% |
| 3M | -8.5% | +17.9% | -26.4% | -10.0% |
| 6M | -7.4% | +2.0% | -9.4% | -7.7% |
| YTD | -2.6% | +21.3% | -24.0% | -4.9% |
| 1Y | -1.8% | +27.9% | -29.7% | -4.6% |
| 3Y | +65.5% | +162.3% | -96.9% | +44.2% |
| All | +56.0% | +190.6% | -134.6% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling