+125.6%
ULTA vs INDA
+84.7%
+40.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.5% |
| 7D | -3.1% | -2.7% | -0.4% | -1.4% |
| 30D | +2.8% | -2.8% | +5.6% | +4.5% |
| 3M | +14.8% | +1.6% | +13.1% | +13.7% |
| 6M | -16.2% | -1.4% | -14.8% | -15.6% |
| YTD | -9.6% | -10.1% | +0.5% | -3.8% |
| 1Y | +4.8% | -8.8% | +13.5% | +10.3% |
| 3Y | +30.7% | +7.6% | +23.1% | +23.3% |
| 5Y | +45.9% | +5.8% | +40.1% | +38.6% |
| All | +125.6% | +84.7% | +40.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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