+41.7%
ICE vs ULTA
+44.7%
-2.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -2.4% | -3.1% | +0.7% | -2.0% |
| 30D | +4.0% | +2.8% | +1.2% | +3.5% |
| 3M | +13.7% | +14.8% | -1.1% | +11.3% |
| 6M | +0.9% | -16.2% | +17.2% | +3.0% |
| YTD | -2.1% | -9.6% | +7.5% | -1.5% |
| 1Y | -9.5% | +4.8% | -14.3% | -11.2% |
| 3Y | +42.1% | +30.7% | +11.4% | +30.9% |
| All | +41.7% | +44.7% | -2.9% | +22.0% |
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