+23.7%
IP vs ULTA
+178.8%
-155.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | 0.0% | +4.6% | -4.6% | -1.2% |
| 30D | +9.4% | +16.5% | -7.1% | +4.9% |
| 3M | -14.1% | +21.1% | -35.2% | -18.6% |
| 6M | +9.2% | +27.4% | -18.2% | +1.9% |
| YTD | -7.5% | +9.8% | -17.4% | -10.8% |
| 1Y | -2.8% | +28.6% | -31.4% | -10.5% |
| 3Y | +21.2% | +70.5% | -49.3% | -0.6% |
| 5Y | -11.5% | +69.8% | -81.3% | -29.0% |
| 10Y | +23.7% | +180.8% | -157.1% | -21.0% |
| All | +23.7% | +178.8% | -155.2% | -21.0% |
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