Note that command-line modifications can void your support contract if you have one. Make a config backup first.
The UTM is pretty stripped-down so a lot of libraries are not installed.
That said, you could find a SUSE/SLES RPM and try it.
If that doesn't work, you could look for a statically compiled iperf binary, or compile one yourself. Note that you'd need firewall rules allowing the iperf traffic in or out of the firewall.
However, I would recommend running iPerf THROUGH the firewall, not on it. You'd need 2 LANs or DMZs, and then run an iperf server on one network, and iperf client on another.
