+183.3%
IONS vs UDR
+2,634.4%
-2,451.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -29.4% | -1.8% | -27.7% | -29.0% |
| 30D | -35.1% | +7.9% | -43.1% | -37.0% |
| 3M | -48.9% | -0.8% | -48.1% | -48.8% |
| 6M | -62.4% | 0.0% | -62.4% | -62.5% |
| YTD | -64.2% | +3.7% | -67.9% | -64.8% |
| 1Y | -60.9% | +8.5% | -69.4% | -62.3% |
| 3Y | -38.9% | +26.6% | -65.5% | -45.0% |
| 5Y | -15.6% | -20.2% | +4.6% | -11.1% |
| 10Y | -33.5% | +54.7% | -88.2% | -47.0% |
| All | +183.3% | +2,634.4% | -2,451.1% | -0.4% |
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