+154.0%
IVZ vs ULTA
+68.8%
+85.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +5.9% |
| 7D | +4.1% | +4.3% | -0.2% | +3.0% |
| 30D | -2.0% | +16.6% | -18.6% | -5.9% |
| 3M | -7.8% | +17.7% | -25.5% | -11.8% |
| 6M | +6.3% | +27.5% | -21.2% | -0.8% |
| YTD | +12.6% | +9.9% | +2.6% | +8.9% |
| 1Y | +27.6% | +28.5% | -0.8% | +17.7% |
| 3Y | +154.0% | +71.1% | +83.0% | +94.9% |
| All | +154.0% | +68.8% | +85.3% | +94.9% |
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