+231.0%
IQV vs UDR
+47.3%
+183.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | -5.3% | -3.4% | -1.9% | -3.5% |
| 30D | +5.5% | -5.4% | +10.9% | +8.7% |
| 3M | +41.2% | -10.0% | +51.2% | +49.4% |
| 6M | +50.5% | -2.5% | +53.1% | +52.0% |
| YTD | +14.1% | -1.1% | +15.3% | +14.1% |
| 1Y | +39.9% | -3.9% | +43.8% | +41.8% |
| 3Y | +20.5% | +3.4% | +17.1% | +16.8% |
| 5Y | -1.2% | -18.9% | +17.7% | +7.7% |
| All | +231.0% | +47.3% | +183.7% | +200.6% |
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