+741.9%
IWM vs UTHR
+1,656.3%
-914.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | -2.0% | -6.1% | +4.1% | -1.0% |
| 30D | -1.5% | +3.1% | -4.6% | -2.0% |
| 3M | -8.0% | +5.5% | -13.5% | -9.1% |
| 6M | -4.1% | -5.8% | +1.7% | -3.5% |
| YTD | +11.9% | +15.3% | -3.4% | +8.1% |
| 1Y | +15.0% | +23.8% | -8.8% | +9.7% |
| 3Y | +64.2% | +146.3% | -82.1% | +35.3% |
| 5Y | +20.4% | +177.8% | -157.4% | -4.1% |
| 10Y | +168.0% | +392.4% | -224.4% | +86.7% |
| All | +741.9% | +1,656.3% | -914.4% | +328.6% |
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