+1,754.1%
ULTA vs IFF
+147.7%
+1,606.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -3.1% | -3.2% | +0.1% | -1.5% |
| 30D | +2.8% | -0.3% | +3.1% | +2.8% |
| 3M | +14.8% | +8.4% | +6.3% | +9.5% |
| 6M | -16.2% | +23.0% | -39.3% | -26.2% |
| YTD | -9.6% | +25.5% | -35.1% | -21.8% |
| 1Y | +4.8% | +29.1% | -24.3% | -11.0% |
| 3Y | +30.7% | +31.7% | -1.0% | +5.9% |
| 5Y | +45.9% | -35.2% | +81.1% | +64.5% |
| 10Y | +129.0% | -20.7% | +149.8% | +108.3% |
| All | +1,754.1% | +147.7% | +1,606.5% | +673.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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