+63.7%
IEFA vs UDR
+3.4%
+60.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.4% | -3.4% | +1.0% | -1.5% |
| 30D | -2.1% | -5.4% | +3.3% | -0.6% |
| 3M | +5.5% | -10.0% | +15.5% | +8.3% |
| 6M | +8.1% | -2.5% | +10.7% | +8.2% |
| YTD | +11.9% | -1.1% | +13.0% | +11.3% |
| 1Y | +18.1% | -3.9% | +22.0% | +18.4% |
| All | +63.7% | +3.4% | +60.4% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling