+296.8%
ITOT vs UDR
+47.2%
+249.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.9% | -3.5% | +2.6% | +0.5% |
| 30D | -1.5% | -5.3% | +3.9% | +0.7% |
| 3M | +3.6% | -9.5% | +13.1% | +7.4% |
| 6M | +13.7% | -0.7% | +14.3% | +13.2% |
| YTD | +12.9% | -1.2% | +14.1% | +12.5% |
| 1Y | +17.2% | -5.7% | +22.9% | +18.8% |
| 3Y | +75.6% | +3.7% | +71.9% | +68.7% |
| 5Y | +75.5% | -18.9% | +94.4% | +84.8% |
| All | +296.8% | +47.2% | +249.6% | +247.6% |
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