+21.6%
IQV vs UDR
+3.3%
+18.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -2.2% | -3.5% | +1.2% | -0.2% |
| 30D | +8.3% | -5.3% | +13.6% | +11.7% |
| 3M | +44.6% | -9.5% | +54.1% | +53.2% |
| 6M | +52.6% | -0.7% | +53.2% | +52.5% |
| YTD | +16.1% | -1.2% | +17.3% | +16.0% |
| 1Y | +37.3% | -5.7% | +43.0% | +41.4% |
| 3Y | +21.6% | +3.7% | +17.8% | +17.0% |
| All | +21.6% | +3.3% | +18.3% | +17.0% |
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