+503.6%
IBKR vs ULTA
+44.7%
+459.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.7% |
| 7D | -1.3% | -3.1% | +1.7% | -0.6% |
| 30D | -0.2% | +2.8% | -3.0% | -1.1% |
| 3M | +3.0% | +14.8% | -11.8% | -1.3% |
| 6M | +33.9% | -16.2% | +50.1% | +39.2% |
| YTD | +42.5% | -9.6% | +52.1% | +45.2% |
| 1Y | +44.9% | +4.8% | +40.1% | +41.0% |
| 3Y | +293.0% | +30.7% | +262.3% | +243.2% |
| All | +503.6% | +44.7% | +459.0% | +370.0% |
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 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