+7.3%
ULTA vs IRE
-84.4%
+91.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +1.1% |
| 7D | +9.0% | +54.8% | -45.8% | +8.5% |
| 30D | +4.6% | +18.4% | -13.8% | +4.2% |
| 3M | +22.0% | -66.7% | +88.7% | +22.3% |
| 6M | -14.7% | -52.3% | +37.6% | -15.4% |
| YTD | -6.8% | -52.3% | +45.6% | -8.2% |
| All | +7.3% | -84.4% | +91.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling