+20.7%
IWM vs UTHR
+180.2%
-159.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | -2.0% | -6.1% | +4.1% | -1.2% |
| 30D | -1.5% | +3.1% | -4.6% | -1.8% |
| 3M | -8.0% | +5.5% | -13.5% | -8.7% |
| 6M | -4.1% | -5.8% | +1.7% | -3.5% |
| YTD | +11.9% | +15.3% | -3.4% | +9.2% |
| 1Y | +15.0% | +23.8% | -8.8% | +11.1% |
| 3Y | +64.2% | +146.3% | -82.1% | +38.2% |
| All | +20.7% | +180.2% | -159.5% | -4.1% |
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 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