+123.2%
IAU vs UDR
+3.4%
+119.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -3.4% | -3.4% | 0.0% | -3.2% |
| 30D | -1.1% | -5.4% | +4.3% | -0.8% |
| 3M | +5.8% | -10.0% | +15.8% | +6.5% |
| 6M | -16.9% | -2.5% | -14.4% | -17.0% |
| YTD | +0.1% | -1.1% | +1.2% | 0.0% |
| 1Y | +18.4% | -3.9% | +22.3% | +18.5% |
| All | +123.2% | +3.4% | +119.8% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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