+78.8%
IVV vs ULTA
+32.1%
+46.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -1.0% | -2.8% | +1.8% | -0.6% |
| 3M | +3.9% | +18.7% | -14.8% | +0.9% |
| 6M | +14.5% | -15.0% | +29.5% | +17.0% |
| YTD | +12.9% | -9.2% | +22.1% | +13.9% |
| 1Y | +19.4% | +5.7% | +13.7% | +17.0% |
| 3Y | +78.8% | +32.8% | +46.0% | +59.7% |
| All | +78.8% | +32.1% | +46.7% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling