+125.3%
IVZ vs ULTA
+1,628.6%
-1,503.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | +0.6% | +9.0% | -8.4% | -2.7% |
| 30D | +4.0% | +4.6% | -0.6% | +1.9% |
| 3M | +18.2% | +22.0% | -3.8% | +8.7% |
| 6M | +32.8% | -14.7% | +47.5% | +38.9% |
| YTD | +28.7% | -6.8% | +35.5% | +29.8% |
| 1Y | +55.4% | +6.5% | +48.8% | +48.1% |
| 3Y | +135.2% | +35.6% | +99.6% | +96.4% |
| 5Y | +64.2% | +47.6% | +16.6% | +29.7% |
| 10Y | +64.6% | +128.9% | -64.3% | -0.6% |
| All | +125.3% | +1,628.6% | -1,503.3% | -68.1% |
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