+299.5%
IOVA vs UDR
-1.4%
+300.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +9.7% | -2.0% | +11.7% | +10.5% |
| 30D | +102.5% | -5.2% | +107.7% | +106.1% |
| 3M | +100.7% | -5.8% | +106.5% | +102.7% |
| 6M | +106.3% | -1.7% | +108.0% | +103.6% |
| YTD | +222.0% | +2.4% | +219.6% | +208.5% |
| 1Y | +299.5% | -2.1% | +301.7% | +303.5% |
| All | +299.5% | -1.4% | +300.9% | +303.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling