+20.6%
ICE vs UDR
+14.9%
+5.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.5% |
| 7D | +12.2% | +7.2% | +4.9% | +10.4% |
| 30D | +15.0% | +10.5% | +4.5% | +12.6% |
| 3M | +17.6% | -2.3% | +19.9% | +17.5% |
| 6M | +12.6% | +4.0% | +8.6% | +11.8% |
| YTD | +9.1% | +5.6% | +3.5% | +7.5% |
| 1Y | +20.6% | +13.0% | +7.6% | +16.2% |
| All | +20.6% | +14.9% | +5.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling