+114.4%
IP vs ULTA
+1,875.7%
-1,761.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -5.1% | +0.7% | -5.7% | -5.2% |
| 30D | +8.5% | +18.2% | -9.7% | +3.6% |
| 3M | -13.8% | +19.7% | -33.5% | -18.2% |
| 6M | +5.7% | +20.5% | -14.8% | +0.1% |
| YTD | -9.1% | +6.6% | -15.7% | -11.7% |
| 1Y | -0.8% | +26.5% | -27.3% | -8.3% |
| 3Y | +14.8% | +67.0% | -52.2% | -5.1% |
| 5Y | -11.5% | +64.5% | -76.1% | -28.0% |
| 10Y | +27.9% | +182.6% | -154.7% | -18.2% |
| All | +114.4% | +1,875.7% | -1,761.3% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling