+1.8%
ULTA vs IRE
-85.3%
+87.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.7% | -1.1% |
| 7D | -3.9% | +7.9% | -11.8% | -4.0% |
| 30D | -1.1% | +9.3% | -10.3% | -1.4% |
| 3M | +13.8% | -52.3% | +66.1% | +13.7% |
| 6M | -17.2% | -38.5% | +21.2% | -18.1% |
| YTD | -11.5% | -54.8% | +43.4% | -12.8% |
| All | +1.8% | -85.3% | +87.1% | +0.6% |
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