+71.4%
IEF vs ULTA
+1,541.3%
-1,469.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.8% |
| 7D | -1.2% | -3.9% | +2.7% | -1.3% |
| 30D | -1.5% | -1.1% | -0.4% | -1.5% |
| 3M | -1.7% | +13.8% | -15.5% | -1.3% |
| 6M | -3.5% | -17.2% | +13.7% | -3.9% |
| YTD | -2.6% | -11.5% | +8.8% | -2.8% |
| 1Y | -2.4% | +3.9% | -6.3% | -2.2% |
| 3Y | +8.9% | +29.5% | -20.5% | +10.1% |
| 5Y | -9.2% | +42.9% | -52.2% | -7.7% |
| 10Y | +3.9% | +124.4% | -120.5% | +8.5% |
| All | +71.4% | +1,541.3% | -1,469.9% | +96.1% |
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