+37.9%
IWM vs ULTA
+44.7%
-6.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | -2.4% | -3.1% | +0.7% | -1.5% |
| 30D | -4.6% | +2.8% | -7.4% | -5.5% |
| 3M | -0.3% | +14.8% | -15.1% | -4.7% |
| 6M | +14.7% | -16.2% | +31.0% | +19.8% |
| YTD | +17.8% | -9.6% | +27.5% | +20.0% |
| 1Y | +21.2% | +4.8% | +16.4% | +17.2% |
| 3Y | +62.3% | +30.7% | +31.7% | +39.2% |
| All | +37.9% | +44.7% | -6.7% | +6.5% |
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