+26.3%
ULTA vs IRE
-97.7%
+124.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.7% | 0.0% |
| 7D | +4.6% | -41.9% | +46.6% | +4.8% |
| 30D | +16.5% | -75.1% | +91.6% | +17.3% |
| 3M | +21.1% | -82.4% | +103.5% | +22.1% |
| 6M | +27.4% | -95.5% | +122.9% | +29.0% |
| YTD | +9.8% | -93.1% | +102.9% | +9.4% |
| 1Y | +28.6% | -97.8% | +126.4% | +29.0% |
| All | +26.3% | -97.7% | +124.1% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling