+277.0%
IR vs UDR
+32.1%
+245.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.0% |
| 7D | -1.9% | -3.3% | +1.4% | -0.2% |
| 30D | -15.0% | -5.6% | -9.4% | -12.5% |
| 3M | -0.4% | -9.4% | +9.0% | +4.5% |
| 6M | -15.0% | -3.0% | -12.1% | -14.2% |
| YTD | -7.1% | -0.4% | -6.7% | -7.4% |
| 1Y | -7.5% | -5.1% | -2.4% | -5.8% |
| 3Y | +6.3% | +4.2% | +2.1% | +2.1% |
| 5Y | +37.3% | -19.5% | +56.9% | +48.7% |
| All | +277.0% | +32.1% | +245.0% | +225.7% |
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