+62.8%
IVZ vs ULTA
+44.9%
+17.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.3% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +3.1% | -2.8% | +5.9% | +3.9% |
| 3M | +18.2% | +18.7% | -0.5% | +10.6% |
| 6M | +38.6% | -15.0% | +53.6% | +45.2% |
| YTD | +25.9% | -9.2% | +35.1% | +28.4% |
| 1Y | +51.7% | +5.7% | +46.0% | +45.5% |
| 3Y | +138.7% | +32.8% | +105.9% | +98.2% |
| 5Y | +62.8% | +46.0% | +16.8% | +23.5% |
| All | +62.8% | +44.9% | +17.9% | +23.5% |
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