+359.6%
IWM vs ULTA
+1,541.3%
-1,181.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -2.5% | -3.9% | +1.3% | -1.5% |
| 30D | -4.4% | -1.1% | -3.4% | -4.3% |
| 3M | +2.2% | +13.8% | -11.5% | -1.6% |
| 6M | +14.0% | -17.2% | +31.3% | +18.8% |
| YTD | +17.4% | -11.5% | +28.8% | +19.9% |
| 1Y | +22.9% | +3.9% | +19.0% | +19.8% |
| 3Y | +62.1% | +29.5% | +32.6% | +44.9% |
| 5Y | +38.2% | +42.9% | -4.8% | +18.5% |
| 10Y | +169.0% | +124.4% | +44.6% | +90.6% |
| All | +359.6% | +1,541.3% | -1,181.7% | +42.3% |
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