+89.3%
IBB vs UDR
+28.9%
+60.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +0.8% | +2.0% | -1.2% | +0.1% |
| 30D | +5.2% | +7.9% | -2.7% | +2.2% |
| 3M | +8.6% | -1.5% | +10.0% | +9.0% |
| 6M | +27.8% | +0.9% | +26.9% | +26.7% |
| YTD | +28.8% | +4.0% | +24.8% | +25.6% |
| 1Y | +36.4% | +10.4% | +26.0% | +29.6% |
| 3Y | +89.3% | +26.9% | +62.4% | +68.9% |
| All | +89.3% | +28.9% | +60.5% | +68.9% |
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