+9.1%
INDA vs UDR
-20.8%
+29.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +9.4% | +7.8% | +1.6% | +7.7% |
| 3M | +2.9% | -2.8% | +5.7% | +3.5% |
| 6M | +7.2% | -1.4% | +8.7% | +7.3% |
| YTD | -4.8% | +3.4% | -8.2% | -5.9% |
| 1Y | -5.1% | +9.9% | -14.9% | -7.4% |
| 3Y | +16.7% | +28.5% | -11.8% | +8.2% |
| All | +9.1% | -20.8% | +29.9% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling