+17.6%
IP vs UDR
+54.6%
-37.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +7.9% | +7.8% | +0.2% | +3.7% |
| 3M | -15.3% | -2.8% | -12.5% | -14.1% |
| 6M | +10.5% | -1.4% | +12.0% | +11.0% |
| YTD | -9.4% | +3.4% | -12.8% | -11.4% |
| 1Y | -4.6% | +9.9% | -14.5% | -9.6% |
| 3Y | +21.2% | +28.5% | -7.3% | +4.0% |
| 5Y | -13.3% | -20.5% | +7.2% | -5.9% |
| All | +17.6% | +54.6% | -37.0% | -2.2% |
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