+137.1%
UTHR vs IFF
-35.8%
+172.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +1.9% | -3.2% | +5.1% | +2.3% |
| 30D | -2.9% | -0.3% | -2.6% | -2.9% |
| 3M | -8.9% | +8.4% | -17.3% | -9.9% |
| 6M | -8.7% | +23.0% | -31.8% | -11.3% |
| YTD | +2.0% | +25.5% | -23.4% | -1.4% |
| 1Y | +22.8% | +29.1% | -6.3% | +18.1% |
| 3Y | +120.6% | +31.7% | +89.0% | +108.3% |
| All | +137.1% | -35.8% | +172.9% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling