+102.9%
ULTA vs INVH
+75.4%
+27.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -3.1% | -3.0% | -0.1% | -1.6% |
| 30D | +2.8% | -7.5% | +10.3% | +6.8% |
| 3M | +14.8% | -5.5% | +20.3% | +17.9% |
| 6M | -16.2% | +11.7% | -27.9% | -20.9% |
| YTD | -9.6% | +1.3% | -11.0% | -10.9% |
| 1Y | +4.8% | -6.1% | +10.8% | +7.0% |
| 3Y | +30.7% | -9.8% | +40.5% | +33.3% |
| 5Y | +45.9% | -19.7% | +65.6% | +56.0% |
| All | +102.9% | +75.4% | +27.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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