-15.3%
IONS vs UDR
-19.0%
+3.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.1% | -8.9% | -9.0% |
| 7D | -30.3% | +2.0% | -32.3% | -30.8% |
| 30D | -37.7% | +7.9% | -45.6% | -39.6% |
| 3M | -50.5% | -1.5% | -49.0% | -50.3% |
| 6M | -62.8% | +0.9% | -63.7% | -63.0% |
| YTD | -64.4% | +4.0% | -68.4% | -65.0% |
| 1Y | -59.5% | +10.4% | -69.8% | -61.1% |
| 3Y | -39.2% | +26.9% | -66.1% | -46.6% |
| 5Y | -15.3% | -19.4% | +4.0% | -6.9% |
| All | -15.3% | -19.0% | +3.7% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling