+4.1%
IOVA vs UDR
+47.2%
-43.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | -2.2% | -3.5% | +1.3% | -0.3% |
| 30D | +27.6% | -5.3% | +32.9% | +31.1% |
| 3M | +117.2% | -9.5% | +126.7% | +127.1% |
| 6M | +77.7% | -0.7% | +78.3% | +77.1% |
| YTD | +215.0% | -1.2% | +216.2% | +213.9% |
| 1Y | +255.4% | -5.7% | +261.1% | +263.1% |
| 3Y | +42.6% | +3.7% | +38.9% | +40.3% |
| 5Y | -62.2% | -18.9% | -43.3% | -59.5% |
| All | +4.1% | +47.2% | -43.1% | +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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling