+510.3%
IQV vs UDR
+127.3%
+382.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.1% |
| 7D | -2.6% | -3.3% | +0.7% | -0.9% |
| 30D | +6.2% | -5.6% | +11.8% | +9.3% |
| 3M | +38.0% | -9.4% | +47.4% | +45.1% |
| 6M | +43.9% | -3.0% | +46.9% | +45.6% |
| YTD | +14.0% | -0.4% | +14.4% | +13.5% |
| 1Y | +35.5% | -5.1% | +40.7% | +38.2% |
| 3Y | +20.3% | +4.2% | +16.1% | +16.6% |
| 5Y | -1.6% | -19.5% | +17.9% | +7.2% |
| 10Y | +233.4% | +47.9% | +185.5% | +179.9% |
| All | +510.3% | +127.3% | +382.9% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling