+480.9%
IONS vs UDR
+2,598.3%
-2,117.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.8% | -2.0% | -2.9% | -4.1% |
| 30D | +7.2% | -5.2% | +12.4% | +9.2% |
| 3M | -22.7% | -5.8% | -16.9% | -21.0% |
| 6M | -26.9% | -1.7% | -25.2% | -26.6% |
| YTD | -26.6% | +2.4% | -28.9% | -27.5% |
| 1Y | -2.1% | -2.1% | 0.0% | -1.9% |
| 3Y | +43.4% | +4.2% | +39.2% | +38.5% |
| 5Y | +47.0% | -20.0% | +67.0% | +54.6% |
| 10Y | +97.2% | +44.6% | +52.5% | +60.7% |
| All | +480.9% | +2,598.3% | -2,117.4% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling