+115.1%
INDA vs UDR
+133.2%
-18.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.4% |
| 30D | -0.8% | -5.2% | +4.4% | +1.1% |
| 3M | +3.9% | -5.8% | +9.7% | +5.9% |
| 6M | -0.7% | -1.7% | +1.0% | -0.6% |
| YTD | -7.7% | +2.4% | -10.0% | -9.0% |
| 1Y | -5.1% | -2.1% | -3.0% | -5.2% |
| 3Y | +13.6% | +4.2% | +9.4% | +8.7% |
| 5Y | +7.8% | -20.0% | +27.8% | +12.6% |
| 10Y | +84.6% | +44.6% | +40.0% | +43.3% |
| All | +115.1% | +133.2% | -18.1% | +23.6% |
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