+26.8%
IP vs UDR
+54.2%
-27.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -3.0% | +2.2% | -5.3% | -4.1% |
| 30D | +10.6% | +8.0% | +2.6% | +6.1% |
| 3M | -13.6% | -3.3% | -10.3% | -12.2% |
| 6M | +10.4% | +1.0% | +9.4% | +9.4% |
| YTD | -6.5% | +4.2% | -10.7% | -8.9% |
| 1Y | -2.1% | +10.8% | -13.0% | -7.7% |
| 3Y | +22.0% | +30.1% | -8.2% | +4.0% |
| 5Y | -9.7% | -18.9% | +9.2% | -3.1% |
| 10Y | +26.8% | +53.4% | -26.6% | +4.3% |
| All | +26.8% | +54.2% | -27.4% | +4.3% |
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