+43.9%
ULTA vs IAG
+813.2%
-769.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.0% |
| 7D | -3.9% | -4.1% | +0.2% | -3.6% |
| 30D | -1.1% | +10.6% | -11.7% | -1.7% |
| 3M | +13.8% | +35.4% | -21.6% | +11.4% |
| 6M | -17.2% | -9.5% | -7.7% | -17.2% |
| YTD | -11.5% | +21.8% | -33.3% | -13.1% |
| 1Y | +3.9% | +84.1% | -80.2% | -0.3% |
| 3Y | +29.5% | +817.4% | -787.9% | +11.5% |
| All | +43.9% | +813.2% | -769.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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