+66.9%
IYR vs ULTA
+132.3%
-65.4%
-42.3%
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 | -1.4% | -3.1% | +1.7% | -0.7% |
| 30D | -2.7% | +2.8% | -5.5% | -3.4% |
| 3M | -2.1% | +14.8% | -16.9% | -5.4% |
| 6M | +3.6% | -16.2% | +19.8% | +6.8% |
| YTD | +8.1% | -9.6% | +17.8% | +9.4% |
| 1Y | +4.7% | +4.8% | -0.1% | +2.1% |
| 3Y | +29.1% | +30.7% | -1.6% | +16.1% |
| 5Y | +6.9% | +45.9% | -39.0% | -8.4% |
| All | +66.9% | +132.3% | -65.4% | +18.9% |
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