+1,812.9%
ULTA vs IBB
+674.4%
+1,138.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.8% |
| 7D | +9.0% | +1.4% | +7.6% | +8.0% |
| 30D | +4.6% | +10.5% | -5.9% | -2.1% |
| 3M | +22.0% | +23.6% | -1.7% | +5.8% |
| 6M | -14.7% | +22.6% | -37.3% | -25.8% |
| YTD | -6.8% | +25.7% | -32.4% | -20.4% |
| 1Y | +6.5% | +51.4% | -44.8% | -19.9% |
| 3Y | +35.6% | +64.4% | -28.8% | -4.4% |
| 5Y | +47.6% | +22.1% | +25.5% | +24.3% |
| 10Y | +128.9% | +132.5% | -3.6% | +17.6% |
| All | +1,812.9% | +674.4% | +1,138.5% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling