+808.3%
IWM vs UTHR
+1,423.8%
-615.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | -5.4% | +5.5% | +1.0% |
| 30D | -1.3% | -6.0% | +4.8% | -0.3% |
| 3M | +1.6% | -11.0% | +12.6% | +3.5% |
| 6M | +13.6% | -0.5% | +14.1% | +13.1% |
| YTD | +20.8% | +0.1% | +20.7% | +19.9% |
| 1Y | +26.4% | +28.2% | -1.7% | +19.9% |
| 3Y | +60.7% | +113.8% | -53.1% | +35.9% |
| 5Y | +38.2% | +131.3% | -93.1% | +13.8% |
| 10Y | +169.5% | +296.7% | -127.2% | +95.0% |
| All | +808.3% | +1,423.8% | -615.5% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling