+210.2%
INTU vs UDR
+48.4%
+161.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | -8.5% | -3.3% | -5.2% | -7.0% |
| 30D | -6.1% | -5.6% | -0.5% | -3.4% |
| 3M | +7.3% | -9.4% | +16.8% | +12.8% |
| 6M | -33.2% | -3.0% | -30.3% | -32.4% |
| YTD | -52.2% | -0.4% | -51.8% | -52.4% |
| 1Y | -52.7% | -5.1% | -47.5% | -51.9% |
| 3Y | -41.6% | +4.2% | -45.8% | -44.3% |
| 5Y | -42.6% | -19.5% | -23.1% | -38.2% |
| All | +210.2% | +48.4% | +161.9% | +169.2% |
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