+20.9%
IBB vs UDR
-18.0%
+38.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | -1.7% | -2.1% | +0.4% | -0.8% |
| 30D | +4.9% | -5.6% | +10.5% | +7.3% |
| 3M | +24.2% | -5.8% | +30.0% | +26.9% |
| 6M | +23.8% | -1.1% | +25.0% | +23.7% |
| YTD | +23.0% | +1.6% | +21.3% | +21.1% |
| 1Y | +46.2% | -2.7% | +48.8% | +46.5% |
| 3Y | +64.8% | +6.3% | +58.5% | +57.0% |
| 5Y | +20.9% | -19.3% | +40.2% | +30.7% |
| All | +20.9% | -18.0% | +38.9% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling