+24.1%
IP vs UDR
+57.1%
-33.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | 0.0% | +2.0% | -2.0% | -1.0% |
| 30D | +9.4% | +7.9% | +1.5% | +5.0% |
| 3M | -14.1% | -1.5% | -12.6% | -13.5% |
| 6M | +9.2% | +0.9% | +8.3% | +8.3% |
| YTD | -7.5% | +4.0% | -11.6% | -9.9% |
| 1Y | -2.8% | +10.4% | -13.2% | -8.1% |
| 3Y | +21.2% | +26.9% | -5.7% | +4.7% |
| 5Y | -11.5% | -19.4% | +7.9% | -4.7% |
| All | +24.1% | +57.1% | -33.0% | +0.9% |
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