+24.6%
IOT vs UDR
+3.4%
+21.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.8% | -3.4% | +2.6% | +1.4% |
| 30D | -4.7% | -5.4% | +0.8% | -1.4% |
| 3M | +17.8% | -10.0% | +27.7% | +25.7% |
| 6M | +16.8% | -2.5% | +19.4% | +17.6% |
| YTD | +8.4% | -1.1% | +9.6% | +7.8% |
| 1Y | -0.8% | -3.9% | +3.1% | +0.4% |
| All | +24.6% | +3.4% | +21.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling