+93.1%
IONS vs UDR
+44.7%
+48.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.5% |
| 7D | -8.7% | -3.3% | -5.4% | -7.5% |
| 30D | -1.6% | -5.6% | +4.0% | +0.5% |
| 3M | -24.9% | -9.4% | -15.5% | -22.1% |
| 6M | -25.7% | -3.0% | -22.7% | -25.0% |
| YTD | -29.2% | -0.4% | -28.8% | -29.3% |
| 1Y | -13.0% | -5.1% | -7.9% | -11.8% |
| 3Y | +35.9% | +4.2% | +31.7% | +30.9% |
| 5Y | +54.5% | -19.5% | +74.0% | +62.8% |
| 10Y | +93.1% | +47.9% | +45.2% | +61.9% |
| All | +93.1% | +44.7% | +48.4% | +61.9% |
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 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