+144.6%
IEFA vs ULTA
+132.3%
+12.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | -1.6% | -3.1% | +1.5% | -1.0% |
| 30D | -1.5% | +2.8% | -4.3% | -2.2% |
| 3M | +3.4% | +14.8% | -11.4% | +0.3% |
| 6M | +9.5% | -16.2% | +25.7% | +12.6% |
| YTD | +13.0% | -9.6% | +22.7% | +14.3% |
| 1Y | +18.0% | +4.8% | +13.2% | +15.5% |
| 3Y | +65.4% | +30.7% | +34.7% | +50.7% |
| 5Y | +51.6% | +45.9% | +5.7% | +32.4% |
| All | +144.6% | +132.3% | +12.3% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling