+299.0%
UTHR vs IAG
+427.6%
-128.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | +1.9% | -1.1% | +3.0% | +2.0% |
| 30D | -2.9% | +12.1% | -15.0% | -3.4% |
| 3M | -8.9% | +25.5% | -34.4% | -9.9% |
| 6M | -8.7% | -7.1% | -1.6% | -8.9% |
| YTD | +2.0% | +22.9% | -20.8% | +0.5% |
| 1Y | +22.8% | +83.3% | -60.6% | +18.8% |
| 3Y | +120.6% | +808.5% | -687.9% | +98.2% |
| 5Y | +136.4% | +838.0% | -701.5% | +109.8% |
| All | +299.0% | +427.6% | -128.6% | +262.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling