+55.4%
IOT vs ULTA
+40.3%
+15.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -1.2% |
| 7D | -4.5% | -3.1% | -1.5% | -3.0% |
| 30D | -2.4% | +2.8% | -5.2% | -4.2% |
| 3M | +19.0% | +14.8% | +4.2% | +10.0% |
| 6M | +19.6% | -16.2% | +35.9% | +28.9% |
| YTD | +8.3% | -9.6% | +17.9% | +10.9% |
| 1Y | -0.8% | +4.8% | -5.6% | -6.8% |
| 3Y | +24.4% | +30.7% | -6.3% | -5.9% |
| All | +55.4% | +40.3% | +15.1% | +3.8% |
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 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