+168.1%
IJR vs ULTA
+132.3%
+35.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | -2.2% | -3.1% | +0.9% | -1.2% |
| 30D | -4.6% | +2.8% | -7.4% | -5.6% |
| 3M | +0.2% | +14.8% | -14.5% | -4.4% |
| 6M | +14.7% | -16.2% | +30.9% | +19.7% |
| YTD | +18.9% | -9.6% | +28.5% | +20.9% |
| 1Y | +19.9% | +4.8% | +15.2% | +15.9% |
| 3Y | +53.0% | +30.7% | +22.3% | +33.0% |
| 5Y | +40.9% | +45.9% | -5.0% | +15.2% |
| All | +168.1% | +132.3% | +35.8% | +77.8% |
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