+46.2%
IOVA vs UDR
+4.7%
+41.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | +5.1% | -2.1% | +7.1% | +7.0% |
| 30D | +37.2% | -5.6% | +42.9% | +44.1% |
| 3M | +117.5% | -5.8% | +123.3% | +125.2% |
| 6M | +69.6% | -1.1% | +70.7% | +68.1% |
| YTD | +218.7% | +1.6% | +217.1% | +203.8% |
| 1Y | +265.5% | -2.7% | +268.2% | +265.2% |
| 3Y | +46.2% | +6.3% | +39.9% | +3.5% |
| All | +46.2% | +4.7% | +41.5% | +3.5% |
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 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