+23.9%
IP vs ULTA
+35.9%
-12.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | -5.3% | +9.0% | -14.3% | -6.9% |
| 30D | -10.9% | +4.6% | -15.4% | -11.7% |
| 3M | +11.2% | +22.0% | -10.8% | +6.9% |
| 6M | -10.2% | -14.7% | +4.5% | -8.3% |
| YTD | -2.0% | -6.8% | +4.8% | -1.6% |
| 1Y | -19.1% | +6.5% | -25.6% | -21.0% |
| All | +23.9% | +35.9% | -12.0% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling