+22.8%
IGV vs ULTA
+41.7%
-18.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -5.4% | -3.9% | -1.5% | -4.3% |
| 30D | -2.6% | -1.1% | -1.6% | -2.5% |
| 3M | +10.5% | +13.8% | -3.3% | +5.7% |
| 6M | +18.2% | -17.2% | +35.4% | +24.1% |
| YTD | -4.2% | -11.5% | +7.2% | -2.0% |
| 1Y | -9.8% | +3.9% | -13.7% | -13.1% |
| 3Y | +39.1% | +29.5% | +9.6% | +17.6% |
| All | +22.8% | +41.7% | -18.9% | -7.5% |
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