-1.5%
IOVA vs UDR
+47.3%
-48.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -6.4% | -3.4% | -3.1% | -4.7% |
| 30D | +25.4% | -5.4% | +30.9% | +29.0% |
| 3M | +115.3% | -10.0% | +125.3% | +125.8% |
| 6M | +56.5% | -2.5% | +59.1% | +57.7% |
| YTD | +198.2% | -1.1% | +199.3% | +197.0% |
| 1Y | +242.0% | -3.9% | +245.9% | +245.9% |
| 3Y | +36.8% | +3.4% | +33.4% | +34.8% |
| 5Y | -64.3% | -18.9% | -45.4% | -61.7% |
| All | -1.5% | +47.3% | -48.7% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling