+608.0%
IVV vs ULTA
+1,894.7%
-1,286.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +3.3% | +0.2% | +3.2% | +3.3% |
| 30D | -2.7% | +12.4% | -15.1% | -5.0% |
| 3M | -1.7% | +22.4% | -24.1% | -5.9% |
| 6M | +3.2% | +28.9% | -25.7% | -2.5% |
| YTD | +12.0% | +7.6% | +4.4% | +9.2% |
| 1Y | +12.1% | +21.6% | -9.5% | +6.3% |
| 3Y | +78.6% | +67.0% | +11.6% | +55.2% |
| 5Y | +73.8% | +64.2% | +9.7% | +49.8% |
| 10Y | +312.1% | +172.5% | +139.6% | +200.8% |
| All | +608.0% | +1,894.7% | -1,286.7% | +172.0% |
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