-12.4%
IP vs ULTA
+64.6%
-77.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -5.1% | +0.7% | -5.7% | -5.2% |
| 30D | +8.5% | +18.2% | -9.7% | +4.3% |
| 3M | -13.8% | +19.7% | -33.5% | -17.5% |
| 6M | +5.7% | +20.5% | -14.8% | +0.8% |
| YTD | -9.1% | +6.6% | -15.7% | -11.4% |
| 1Y | -0.8% | +26.5% | -27.3% | -7.4% |
| 3Y | +14.8% | +67.0% | -52.2% | -4.7% |
| All | -12.4% | +64.6% | -77.0% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling