+639.6%
ITW vs ULTA
+1,541.3%
-901.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -2.4% | -3.9% | +1.5% | -1.6% |
| 30D | -9.5% | -1.1% | -8.5% | -9.5% |
| 3M | +6.6% | +13.8% | -7.1% | +3.5% |
| 6M | -1.8% | -17.2% | +15.5% | +1.4% |
| YTD | +9.0% | -11.5% | +20.5% | +10.8% |
| 1Y | +3.6% | +3.9% | -0.3% | +1.4% |
| 3Y | +19.4% | +29.5% | -10.0% | +9.0% |
| 5Y | +36.4% | +42.9% | -6.5% | +19.8% |
| 10Y | +190.0% | +124.4% | +65.6% | +116.4% |
| All | +639.6% | +1,541.3% | -901.6% | +180.5% |
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 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