+927.7%
IGV vs ULTA
+1,583.0%
-655.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | 0.0% | -2.8% | +2.8% | +0.4% |
| 3M | +7.3% | +18.7% | -11.3% | +2.9% |
| 6M | +16.7% | -15.0% | +31.7% | +20.0% |
| YTD | -2.8% | -9.2% | +6.4% | -1.8% |
| 1Y | -6.7% | +5.7% | -12.3% | -9.1% |
| 3Y | +41.1% | +32.8% | +8.4% | +27.7% |
| 5Y | +22.0% | +46.0% | -24.0% | +7.3% |
| 10Y | +357.9% | +125.5% | +232.4% | +240.3% |
| All | +927.7% | +1,583.0% | -655.2% | +283.2% |
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