+1,124.6%
IJR vs UDR
+1,118.8%
+5.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -2.3% | -3.4% | +1.1% | -0.8% |
| 30D | -4.7% | -5.4% | +0.7% | -2.3% |
| 3M | +2.1% | -10.0% | +12.1% | +6.8% |
| 6M | +13.9% | -2.5% | +16.4% | +14.6% |
| YTD | +18.2% | -1.1% | +19.4% | +18.0% |
| 1Y | +21.8% | -3.9% | +25.7% | +23.0% |
| 3Y | +52.2% | +3.4% | +48.7% | +47.4% |
| 5Y | +40.1% | -18.9% | +59.0% | +49.7% |
| 10Y | +169.7% | +46.8% | +122.8% | +115.0% |
| All | +1,124.6% | +1,118.8% | +5.8% | +216.4% |
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 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