+46.9%
ULTA vs IRM
+197.3%
-150.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.5% |
| 7D | -3.1% | -1.4% | -1.6% | -2.7% |
| 30D | +2.8% | -7.4% | +10.2% | +4.9% |
| 3M | +14.8% | -7.4% | +22.1% | +16.8% |
| 6M | -16.2% | +8.7% | -24.9% | -19.1% |
| YTD | -9.6% | +40.9% | -50.6% | -20.0% |
| 1Y | +4.8% | +20.5% | -15.7% | -3.0% |
| 3Y | +30.7% | +101.7% | -71.0% | -6.0% |
| All | +46.9% | +197.3% | -150.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling