+133.1%
IBB vs UDR
+56.7%
+76.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | +6.8% | +7.9% | -1.1% | +4.0% |
| 3M | +9.2% | -0.8% | +10.0% | +9.4% |
| 6M | +28.3% | 0.0% | +28.4% | +27.9% |
| YTD | +29.4% | +3.7% | +25.6% | +27.0% |
| 1Y | +33.2% | +8.5% | +24.6% | +28.6% |
| 3Y | +90.2% | +26.6% | +63.6% | +73.6% |
| 5Y | +44.0% | -20.2% | +64.2% | +50.5% |
| 10Y | +133.1% | +54.7% | +78.4% | +104.8% |
| All | +133.1% | +56.7% | +76.4% | +104.8% |
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