+53.4%
IONS vs UDR
-18.0%
+71.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.1% |
| 7D | -5.3% | -2.1% | -3.2% | -4.6% |
| 30D | +0.3% | -5.6% | +5.9% | +2.3% |
| 3M | -22.9% | -5.8% | -17.1% | -21.3% |
| 6M | -23.4% | -1.1% | -22.3% | -23.2% |
| YTD | -28.3% | +1.6% | -29.9% | -28.9% |
| 1Y | -7.0% | -2.7% | -4.4% | -6.5% |
| 3Y | +37.6% | +6.3% | +31.3% | +31.5% |
| 5Y | +53.4% | -19.3% | +72.7% | +76.3% |
| All | +53.4% | -18.0% | +71.4% | +76.3% |
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