+2,263.8%
ICE vs UDR
+308.3%
+1,955.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | -1.2% | -2.1% | +0.9% | -0.1% |
| 30D | +5.0% | -5.6% | +10.6% | +8.1% |
| 3M | +13.9% | -5.8% | +19.7% | +17.2% |
| 6M | -4.4% | -1.1% | -3.3% | -4.4% |
| YTD | -1.9% | +1.6% | -3.5% | -3.7% |
| 1Y | -8.1% | -2.7% | -5.5% | -7.8% |
| 3Y | +42.5% | +6.3% | +36.2% | +33.8% |
| 5Y | +40.6% | -19.3% | +60.0% | +50.3% |
| 10Y | +217.1% | +46.0% | +171.1% | +125.5% |
| All | +2,263.8% | +308.3% | +1,955.5% | +560.5% |
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