+139.3%
IAU vs ULTA
+44.7%
+94.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -2.0% |
| 30D | -1.5% | +2.8% | -4.3% | -1.6% |
| 3M | +3.3% | +14.8% | -11.5% | +3.2% |
| 6M | -16.2% | -16.2% | 0.0% | -16.3% |
| YTD | +0.7% | -9.6% | +10.3% | +0.6% |
| 1Y | +19.2% | +4.8% | +14.5% | +19.2% |
| 3Y | +124.4% | +30.7% | +93.7% | +124.0% |
| All | +139.3% | +44.7% | +94.7% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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