+541.7%
IBB vs UDR
+1,001.4%
-459.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.4% | -2.0% | +3.4% | +2.1% |
| 30D | +10.5% | -5.2% | +15.7% | +12.3% |
| 3M | +23.6% | -5.8% | +29.4% | +25.7% |
| 6M | +22.6% | -1.7% | +24.3% | +22.9% |
| YTD | +25.7% | +2.4% | +23.3% | +24.2% |
| 1Y | +51.4% | -2.1% | +53.5% | +51.5% |
| 3Y | +64.4% | +4.2% | +60.2% | +60.3% |
| 5Y | +22.1% | -20.0% | +42.1% | +28.0% |
| 10Y | +132.5% | +44.6% | +87.8% | +95.3% |
| All | +541.7% | +1,001.4% | -459.8% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling