+413.4%
IWF vs ULTA
+132.3%
+281.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.2% |
| 30D | -1.7% | +2.8% | -4.5% | -2.5% |
| 3M | +0.7% | +14.8% | -14.1% | -3.0% |
| 6M | +8.6% | -16.2% | +24.8% | +12.2% |
| YTD | +3.5% | -9.6% | +13.1% | +4.8% |
| 1Y | +7.0% | +4.8% | +2.3% | +4.1% |
| 3Y | +76.3% | +30.7% | +45.6% | +57.6% |
| 5Y | +74.8% | +45.9% | +28.9% | +49.9% |
| All | +413.4% | +132.3% | +281.1% | +271.9% |
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 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