+8,217.0%
UTHR vs IFF
+265.5%
+7,951.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | +3.0% | -3.0% | +6.0% | +3.8% |
| 30D | -4.3% | -0.9% | -3.4% | -4.2% |
| 3M | -8.4% | +11.8% | -20.2% | -11.4% |
| 6M | -4.2% | +16.5% | -20.8% | -8.9% |
| YTD | +4.0% | +26.5% | -22.5% | -3.5% |
| 1Y | +25.5% | +32.7% | -7.2% | +14.7% |
| 3Y | +125.1% | +32.0% | +93.1% | +101.1% |
| 5Y | +140.3% | -36.1% | +176.4% | +154.4% |
| 10Y | +322.5% | -20.1% | +342.5% | +299.0% |
| All | +8,217.0% | +265.5% | +7,951.6% | +4,765.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling