+198.1%
IWD vs ULTA
+132.3%
+65.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -0.8% | -3.1% | +2.3% | -0.1% |
| 30D | -0.8% | +2.8% | -3.6% | -1.6% |
| 3M | +6.9% | +14.8% | -7.8% | +3.2% |
| 6M | +18.3% | -16.2% | +34.5% | +22.1% |
| YTD | +22.4% | -9.6% | +32.0% | +23.9% |
| 1Y | +27.4% | +4.8% | +22.7% | +24.1% |
| 3Y | +71.2% | +30.7% | +40.5% | +53.4% |
| 5Y | +75.7% | +45.9% | +29.8% | +49.7% |
| All | +198.1% | +132.3% | +65.8% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling