-13.0%
IONS vs UDR
-4.3%
-8.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.6% |
| 7D | -8.7% | -3.3% | -5.4% | -7.7% |
| 30D | -1.6% | -5.6% | +4.0% | +0.2% |
| 3M | -24.9% | -9.4% | -15.5% | -22.5% |
| 6M | -25.7% | -3.0% | -22.7% | -24.6% |
| YTD | -29.2% | -0.4% | -28.8% | -28.6% |
| 1Y | -13.0% | -5.1% | -7.9% | -11.5% |
| All | -13.0% | -4.3% | -8.8% | -11.5% |
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