+2,583.6%
ICE vs UDR
+315.5%
+2,268.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | +15.1% | +7.8% | +7.3% | +10.7% |
| 3M | +15.4% | -2.8% | +18.1% | +17.0% |
| 6M | +16.1% | -1.4% | +17.6% | +16.6% |
| YTD | +11.4% | +3.4% | +8.0% | +8.3% |
| 1Y | +18.5% | +9.9% | +8.6% | +11.5% |
| 3Y | +70.5% | +28.5% | +42.0% | +45.1% |
| 5Y | +40.9% | -20.5% | +61.4% | +51.9% |
| 10Y | +260.6% | +54.2% | +206.3% | +149.5% |
| All | +2,583.6% | +315.5% | +2,268.1% | +642.7% |
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 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