-60.4%
IOVA vs UDR
-20.8%
-39.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | -45.4% | +7.8% | -53.1% | -49.0% |
| 3M | +19.0% | -2.8% | +21.8% | +20.2% |
| 6M | +112.0% | -1.4% | +113.5% | +109.6% |
| YTD | +184.2% | +3.4% | +180.9% | +168.1% |
| 1Y | +222.0% | +9.9% | +212.1% | +189.0% |
| 3Y | +92.6% | +28.5% | +64.1% | +55.1% |
| All | -60.4% | -20.8% | -39.6% | -55.8% |
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