+19.9%
IJR vs UDR
-3.8%
+23.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.2% | -3.5% | +1.3% | -1.2% |
| 30D | -4.6% | -5.3% | +0.7% | -3.3% |
| 3M | +0.2% | -9.5% | +9.8% | +2.7% |
| 6M | +14.7% | -0.7% | +15.4% | +13.9% |
| YTD | +18.9% | -1.2% | +20.0% | +18.0% |
| 1Y | +19.9% | -5.7% | +25.7% | +19.6% |
| All | +19.9% | -3.8% | +23.7% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling