+700.6%
IYR vs UTHR
+1,008.2%
-307.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.2% | -5.4% | +4.2% | -0.6% |
| 30D | -2.9% | -6.0% | +3.2% | -2.2% |
| 3M | +0.8% | -11.0% | +11.8% | +2.2% |
| 6M | +1.9% | -0.5% | +2.4% | +1.6% |
| YTD | +9.6% | +0.1% | +9.6% | +9.1% |
| 1Y | +8.1% | +28.2% | -20.1% | +4.2% |
| 3Y | +29.2% | +113.8% | -84.6% | +14.9% |
| 5Y | +4.3% | +131.3% | -127.0% | -8.9% |
| 10Y | +64.7% | +296.7% | -232.0% | +30.8% |
| All | +700.6% | +1,008.2% | -307.6% | +414.9% |
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