+2.3%
IP vs ULTA
+27.7%
-25.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.5% |
| 7D | +3.4% | +6.7% | -3.3% | +1.8% |
| 30D | +11.2% | +21.7% | -10.5% | +6.3% |
| 3M | -14.8% | +21.5% | -36.3% | -18.5% |
| 6M | +17.3% | +27.5% | -10.3% | +10.1% |
| YTD | -6.2% | +9.2% | -15.4% | -9.5% |
| 1Y | +2.3% | +27.9% | -25.5% | -5.2% |
| All | +2.3% | +27.7% | -25.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling