+341.6%
UTHR vs IAG
+384.2%
-42.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | -0.2% |
| 7D | +4.9% | -2.1% | +6.9% | +4.9% |
| 30D | +9.2% | -6.2% | +15.4% | +9.3% |
| 3M | +15.9% | -5.1% | +21.1% | +16.0% |
| 6M | +2.0% | -10.0% | +12.0% | +2.0% |
| YTD | +21.8% | +3.9% | +17.8% | +20.5% |
| 1Y | +28.6% | +18.9% | +9.7% | +26.5% |
| 3Y | +166.2% | +651.8% | -485.5% | +139.6% |
| 5Y | +191.8% | +416.3% | -224.5% | +163.6% |
| All | +341.6% | +384.2% | -42.6% | +301.9% |
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