+7.1%
IYR vs UTHR
+140.2%
-133.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -0.9% | +3.0% | -3.9% | -1.2% |
| 30D | -2.4% | -4.3% | +2.0% | -2.0% |
| 3M | -2.0% | -8.4% | +6.4% | -1.2% |
| 6M | +2.5% | -4.2% | +6.7% | +2.8% |
| YTD | +8.3% | +4.0% | +4.3% | +7.5% |
| 1Y | +6.5% | +25.5% | -19.1% | +3.5% |
| 3Y | +29.3% | +125.1% | -95.8% | +12.4% |
| All | +7.1% | +140.2% | -133.1% | -9.8% |
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