+144.6%
IEFA vs UDR
+47.2%
+97.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | -3.5% | +1.9% | -0.4% |
| 30D | -1.5% | -5.3% | +3.8% | +0.3% |
| 3M | +3.4% | -9.5% | +12.9% | +6.6% |
| 6M | +9.5% | -0.7% | +10.1% | +9.2% |
| YTD | +13.0% | -1.2% | +14.2% | +12.8% |
| 1Y | +18.0% | -5.7% | +23.8% | +19.4% |
| 3Y | +65.4% | +3.7% | +61.6% | +60.0% |
| 5Y | +51.6% | -18.9% | +70.5% | +57.5% |
| All | +144.6% | +47.2% | +97.4% | +118.8% |
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