+127.0%
IBB vs UDR
+44.7%
+82.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -3.9% | -3.3% | -0.6% | -2.8% |
| 30D | +2.7% | -5.6% | +8.4% | +4.7% |
| 3M | +21.4% | -9.4% | +30.8% | +25.1% |
| 6M | +20.1% | -3.0% | +23.0% | +20.8% |
| YTD | +21.9% | -0.4% | +22.3% | +21.3% |
| 1Y | +44.1% | -5.1% | +49.3% | +45.7% |
| 3Y | +63.4% | +4.2% | +59.1% | +59.0% |
| 5Y | +19.8% | -19.5% | +39.3% | +25.0% |
| 10Y | +127.0% | +47.9% | +79.1% | +107.0% |
| All | +127.0% | +44.7% | +82.4% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling