+121.8%
INDA vs UDR
+135.5%
-13.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +9.4% | +7.8% | +1.6% | +6.4% |
| 3M | +2.9% | -2.8% | +5.7% | +3.9% |
| 6M | +7.2% | -1.4% | +8.7% | +7.3% |
| YTD | -4.8% | +3.4% | -8.2% | -6.7% |
| 1Y | -5.1% | +9.9% | -14.9% | -9.0% |
| 3Y | +16.7% | +28.5% | -11.8% | +2.9% |
| 5Y | +8.8% | -20.5% | +29.3% | +14.1% |
| 10Y | +116.2% | +54.2% | +62.0% | +63.4% |
| All | +121.8% | +135.5% | -13.8% | +26.9% |
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