+442.9%
IAU vs ULTA
+1,560.4%
-1,117.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +0.2% | -1.8% | +2.0% | +0.2% |
| 30D | +0.2% | -1.2% | +1.5% | +0.2% |
| 3M | +3.3% | +13.4% | -10.1% | +3.3% |
| 6M | -14.6% | -15.6% | +1.1% | -14.6% |
| YTD | +1.9% | -10.4% | +12.3% | +1.9% |
| 1Y | +20.9% | +5.5% | +15.4% | +20.9% |
| 3Y | +127.5% | +31.0% | +96.5% | +127.5% |
| 5Y | +141.9% | +41.8% | +100.1% | +142.1% |
| 10Y | +222.8% | +127.0% | +95.8% | +222.9% |
| All | +442.9% | +1,560.4% | -1,117.5% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling