+453.9%
IJH vs ULTA
+1,575.4%
-1,121.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -1.9% | -3.1% | +1.2% | -1.1% |
| 30D | -4.6% | +2.8% | -7.4% | -5.5% |
| 3M | -1.2% | +14.8% | -15.9% | -4.9% |
| 6M | +9.4% | -16.2% | +25.6% | +13.2% |
| YTD | +13.3% | -9.6% | +23.0% | +14.9% |
| 1Y | +13.4% | +4.8% | +8.6% | +10.4% |
| 3Y | +50.4% | +30.7% | +19.8% | +35.2% |
| 5Y | +49.0% | +45.9% | +3.1% | +28.4% |
| 10Y | +182.6% | +129.0% | +53.6% | +104.5% |
| All | +453.9% | +1,575.4% | -1,121.6% | +92.2% |
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