+13.8%
IP vs UDR
+26.8%
-13.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -5.0% | +4.5% | -9.5% | -6.9% |
| 30D | +6.5% | +9.6% | -3.1% | +1.8% |
| 3M | -18.0% | -2.7% | -15.3% | -17.0% |
| 6M | +10.3% | +1.8% | +8.5% | +9.0% |
| YTD | -9.9% | +5.0% | -14.9% | -12.4% |
| 1Y | -1.1% | +12.1% | -13.1% | -6.7% |
| All | +13.8% | +26.8% | -13.0% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling