+21.2%
IP vs ULTA
+124.2%
-103.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -11.2% | -2.8% | -8.4% | -10.7% |
| 3M | +12.3% | +18.7% | -6.4% | +7.0% |
| 6M | -5.2% | -15.0% | +9.8% | -2.0% |
| YTD | -4.0% | -9.2% | +5.3% | -2.4% |
| 1Y | -19.2% | +5.7% | -24.9% | -21.6% |
| 3Y | +20.3% | +32.8% | -12.4% | +5.9% |
| 5Y | -17.5% | +46.0% | -63.4% | -31.2% |
| 10Y | +21.2% | +125.5% | -104.3% | -17.9% |
| All | +21.2% | +124.2% | -103.1% | -17.9% |
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