+32.8%
ULTA vs IBB
+64.8%
-32.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -1.5% |
| 7D | +0.7% | -1.7% | +2.3% | +1.6% |
| 30D | -2.8% | +4.9% | -7.7% | -5.4% |
| 3M | +18.7% | +24.2% | -5.6% | +4.8% |
| 6M | -15.0% | +23.8% | -38.9% | -25.1% |
| YTD | -9.2% | +23.0% | -32.2% | -19.8% |
| 1Y | +5.7% | +46.2% | -40.5% | -16.5% |
| 3Y | +32.8% | +64.8% | -32.1% | -3.8% |
| All | +32.8% | +64.8% | -32.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling