-64.9%
IOVA vs UDR
-20.7%
-44.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.6% |
| 7D | -2.2% | -3.3% | +1.0% | +0.3% |
| 30D | +31.7% | -5.6% | +37.4% | +37.4% |
| 3M | +117.3% | -9.4% | +126.7% | +131.6% |
| 6M | +55.8% | -3.0% | +58.8% | +57.5% |
| YTD | +208.8% | -0.4% | +209.2% | +203.3% |
| 1Y | +255.7% | -5.1% | +260.8% | +263.7% |
| 3Y | +41.7% | +4.2% | +37.5% | +33.1% |
| 5Y | -64.9% | -19.5% | -45.4% | -60.0% |
| All | -64.9% | -20.7% | -44.2% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling