+82.3%
INDA vs UDR
+47.2%
+35.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.7% | -3.5% | +0.8% | -1.5% |
| 30D | -2.8% | -5.3% | +2.5% | -1.0% |
| 3M | +1.6% | -9.5% | +11.2% | +4.9% |
| 6M | -1.4% | -0.7% | -0.8% | -1.6% |
| YTD | -10.1% | -1.2% | -9.0% | -10.4% |
| 1Y | -8.8% | -5.7% | -3.0% | -7.7% |
| 3Y | +7.6% | +3.7% | +3.9% | +3.2% |
| 5Y | +5.8% | -18.9% | +24.7% | +9.7% |
| All | +82.3% | +47.2% | +35.1% | +53.4% |
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 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