+120.6%
IP vs ULTA
+1,938.1%
-1,817.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.0% |
| 7D | -3.0% | +4.3% | -7.4% | -4.1% |
| 30D | +10.6% | +16.6% | -6.0% | +6.0% |
| 3M | -13.6% | +17.7% | -31.3% | -17.6% |
| 6M | +10.4% | +27.5% | -17.1% | +2.9% |
| YTD | -6.5% | +9.9% | -16.4% | -9.9% |
| 1Y | -2.1% | +28.5% | -30.6% | -9.9% |
| 3Y | +22.0% | +71.1% | -49.1% | +0.2% |
| 5Y | -9.7% | +68.3% | -78.1% | -27.0% |
| 10Y | +26.8% | +181.4% | -154.6% | -18.9% |
| All | +120.6% | +1,938.1% | -1,817.5% | -47.9% |
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