+209.4%
IEFA vs UDR
+137.2%
+72.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.4% | -3.4% | +1.0% | -1.3% |
| 30D | -2.1% | -5.4% | +3.3% | -0.3% |
| 3M | +5.5% | -10.0% | +15.5% | +9.0% |
| 6M | +8.1% | -2.5% | +10.7% | +8.6% |
| YTD | +11.9% | -1.1% | +13.0% | +11.6% |
| 1Y | +18.1% | -3.9% | +22.0% | +18.7% |
| 3Y | +65.5% | +3.4% | +62.0% | +60.3% |
| 5Y | +50.1% | -18.9% | +68.9% | +56.0% |
| 10Y | +144.2% | +46.8% | +97.4% | +102.7% |
| All | +209.4% | +137.2% | +72.3% | +114.6% |
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