+28.2%
UTHR vs IFF
+34.4%
-6.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | -6.0% | -2.0% | -4.1% | -5.9% |
| 3M | -11.0% | +18.5% | -29.5% | -12.9% |
| 6M | -0.5% | +11.7% | -12.2% | -2.8% |
| YTD | +0.1% | +29.6% | -29.5% | -4.5% |
| 1Y | +28.2% | +35.0% | -6.8% | +22.8% |
| All | +28.2% | +34.4% | -6.3% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling