+22.9%
IP vs UDR
+44.2%
-21.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -2.0% | -3.3% | -4.3% |
| 30D | -10.9% | -5.2% | -5.7% | -8.4% |
| 3M | +11.2% | -5.8% | +17.0% | +14.4% |
| 6M | -10.2% | -1.7% | -8.5% | -9.7% |
| YTD | -2.0% | +2.4% | -4.4% | -3.6% |
| 1Y | -19.1% | -2.1% | -17.0% | -18.6% |
| 3Y | +20.9% | +4.2% | +16.6% | +15.7% |
| 5Y | -17.8% | -20.0% | +2.2% | -11.2% |
| All | +22.9% | +44.2% | -21.3% | +2.3% |
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