+17.6%
IP vs ULTA
+174.9%
-157.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.0% |
| 7D | -0.3% | +2.5% | -2.8% | -0.9% |
| 30D | +7.9% | +11.5% | -3.6% | +4.8% |
| 3M | -15.3% | +28.1% | -43.5% | -21.0% |
| 6M | +10.5% | +34.2% | -23.7% | +1.7% |
| YTD | -9.4% | +9.2% | -18.6% | -12.5% |
| 1Y | -4.6% | +23.7% | -28.4% | -11.3% |
| 3Y | +21.2% | +69.2% | -47.9% | -0.4% |
| 5Y | -13.3% | +66.6% | -79.9% | -30.1% |
| All | +17.6% | +174.9% | -157.3% | -24.5% |
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