+66.3%
IBIT vs UDR
+3.8%
+62.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.4% |
| 7D | +1.1% | -3.3% | +4.4% | +2.2% |
| 30D | +22.2% | -5.6% | +27.9% | +24.5% |
| 3M | +26.0% | -9.4% | +35.5% | +29.8% |
| 6M | +13.2% | -3.0% | +16.1% | +13.4% |
| YTD | -10.8% | -0.4% | -10.4% | -11.6% |
| 1Y | -29.9% | -5.1% | -24.8% | -29.1% |
| All | +66.3% | +3.8% | +62.5% | +49.4% |
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