+74.2%
IWD vs ULTA
+39.1%
+35.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.1% |
| 7D | -2.3% | -3.9% | +1.5% | -1.6% |
| 30D | -1.8% | -1.1% | -0.7% | -1.7% |
| 3M | +8.0% | +13.8% | -5.8% | +5.2% |
| 6M | +17.0% | -17.2% | +34.2% | +20.4% |
| YTD | +21.3% | -11.5% | +32.7% | +23.1% |
| 1Y | +27.9% | +3.9% | +24.0% | +25.3% |
| 3Y | +70.1% | +29.5% | +40.6% | +53.9% |
| 5Y | +74.2% | +42.9% | +31.3% | +47.7% |
| All | +74.2% | +39.1% | +35.0% | +47.7% |
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