+210.5%
ICE vs UDR
+47.3%
+163.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -5.3% | -3.4% | -2.0% | -4.1% |
| 30D | +3.0% | -5.4% | +8.4% | +5.2% |
| 3M | +11.4% | -10.0% | +21.4% | +15.8% |
| 6M | -2.0% | -2.5% | +0.5% | -1.5% |
| YTD | -3.1% | -1.1% | -2.0% | -3.4% |
| 1Y | -8.4% | -3.9% | -4.5% | -7.6% |
| 3Y | +40.7% | +3.4% | +37.3% | +36.3% |
| 5Y | +40.0% | -18.9% | +58.8% | +47.5% |
| All | +210.5% | +47.3% | +163.2% | +190.9% |
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 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