+73.5%
IVV vs ULTA
+69.2%
+4.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +4.6% | -5.2% | -1.6% |
| 30D | -3.7% | +16.5% | -20.1% | -6.9% |
| 3M | -2.7% | +21.1% | -23.8% | -6.9% |
| 6M | +2.2% | +27.4% | -25.1% | -3.6% |
| YTD | +10.9% | +9.8% | +1.1% | +7.6% |
| 1Y | +11.3% | +28.6% | -17.3% | +3.5% |
| 3Y | +76.9% | +70.5% | +6.4% | +45.5% |
| 5Y | +73.5% | +69.8% | +3.7% | +36.5% |
| All | +73.5% | +69.2% | +4.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling