+707.1%
IYR vs UTHR
+1,243.6%
-536.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.6% | +5.2% | -4.6% | 0.0% |
| 30D | +6.6% | +9.5% | -2.9% | +5.4% |
| 3M | -1.8% | +17.9% | -19.8% | -4.0% |
| 6M | +1.4% | +2.0% | -0.6% | +0.9% |
| YTD | +10.5% | +21.3% | -10.8% | +7.3% |
| 1Y | +10.6% | +27.9% | -17.2% | +6.7% |
| 3Y | +41.8% | +162.3% | -120.5% | +22.9% |
| 5Y | +6.0% | +190.7% | -184.7% | -10.0% |
| 10Y | +86.7% | +365.5% | -278.8% | +45.3% |
| All | +707.1% | +1,243.6% | -536.4% | +406.3% |
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