+66.4%
IWM vs UTHR
+118.3%
-51.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.1% | -5.4% | +5.5% | +0.6% |
| 30D | -1.3% | -6.0% | +4.8% | -0.7% |
| 3M | +1.6% | -11.0% | +12.6% | +2.7% |
| 6M | +13.6% | -0.5% | +14.1% | +13.3% |
| YTD | +20.8% | +0.1% | +20.7% | +20.2% |
| 1Y | +26.4% | +28.2% | -1.7% | +22.4% |
| All | +66.4% | +118.3% | -51.9% | +48.8% |
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 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