+1,737.4%
ULTA vs IRM
+904.8%
+832.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -1.8% | +3.0% | -4.8% | -2.9% |
| 30D | -1.2% | -5.2% | +4.0% | +0.6% |
| 3M | +13.4% | -8.0% | +21.4% | +16.4% |
| 6M | -15.6% | +9.2% | -24.8% | -19.6% |
| YTD | -10.4% | +41.0% | -51.4% | -23.5% |
| 1Y | +5.5% | +23.3% | -17.8% | -5.6% |
| 3Y | +31.0% | +102.8% | -71.9% | -8.6% |
| 5Y | +41.8% | +192.8% | -151.0% | -17.4% |
| 10Y | +127.0% | +439.6% | -312.7% | -4.7% |
| All | +1,737.4% | +904.8% | +832.6% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling