+121.2%
UTHR vs IAG
+797.8%
-676.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.2% |
| 7D | -2.9% | +4.3% | -7.1% | -3.1% |
| 30D | -7.6% | +9.8% | -17.4% | -8.0% |
| 3M | -8.6% | +28.9% | -37.5% | -9.7% |
| 6M | +4.1% | -7.6% | +11.7% | +3.9% |
| YTD | +2.2% | +22.0% | -19.8% | +0.7% |
| 1Y | +26.2% | +99.5% | -73.3% | +22.0% |
| 3Y | +121.2% | +818.3% | -697.1% | +107.0% |
| All | +121.2% | +797.8% | -676.6% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling