+618.2%
IVV vs ULTA
+1,628.6%
-1,010.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +0.1% | +9.0% | -8.9% | -1.6% |
| 30D | +0.1% | +4.6% | -4.5% | -1.0% |
| 3M | +2.0% | +22.0% | -20.0% | -2.4% |
| 6M | +13.0% | -14.7% | +27.7% | +15.8% |
| YTD | +13.6% | -6.8% | +20.4% | +14.1% |
| 1Y | +20.1% | +6.5% | +13.5% | +17.0% |
| 3Y | +77.6% | +35.6% | +42.0% | +61.1% |
| 5Y | +82.5% | +47.6% | +34.8% | +60.5% |
| 10Y | +316.5% | +128.9% | +187.6% | +214.5% |
| All | +618.2% | +1,628.6% | -1,010.4% | +184.3% |
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