-44.9%
IONS vs UDR
+14.9%
-59.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.8% |
| 7D | -10.6% | +7.2% | -17.8% | -12.7% |
| 30D | -7.7% | +10.5% | -18.2% | -11.1% |
| 3M | -27.1% | -2.3% | -24.8% | -26.7% |
| 6M | -46.8% | +4.0% | -50.8% | -47.2% |
| YTD | -49.2% | +5.6% | -54.9% | -50.0% |
| 1Y | -44.9% | +13.0% | -57.9% | -48.1% |
| All | -44.9% | +14.9% | -59.8% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling