+310.3%
IVV vs ULTA
+174.9%
+135.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +2.6% | +2.5% | +0.1% | +2.0% |
| 30D | -2.0% | +11.5% | -13.5% | -4.5% |
| 3M | -2.8% | +28.1% | -30.9% | -8.4% |
| 6M | +2.2% | +34.2% | -32.1% | -5.1% |
| YTD | +11.5% | +9.2% | +2.3% | +8.0% |
| 1Y | +13.5% | +23.7% | -10.3% | +6.3% |
| 3Y | +78.1% | +69.2% | +8.9% | +49.9% |
| 5Y | +73.1% | +66.6% | +6.5% | +43.9% |
| All | +310.3% | +174.9% | +135.5% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling