+887.2%
ITOT vs UDR
+435.6%
+451.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -3.4% | +1.3% | -0.8% |
| 30D | -2.0% | -5.4% | +3.5% | 0.0% |
| 3M | +4.5% | -10.0% | +14.5% | +8.3% |
| 6M | +12.6% | -2.5% | +15.2% | +13.1% |
| YTD | +12.0% | -1.1% | +13.1% | +11.6% |
| 1Y | +17.3% | -3.9% | +21.1% | +17.9% |
| 3Y | +75.2% | +3.4% | +71.8% | +69.6% |
| 5Y | +74.0% | -18.9% | +92.9% | +82.4% |
| 10Y | +298.6% | +46.8% | +251.8% | +226.7% |
| All | +887.2% | +435.6% | +451.6% | +359.6% |
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 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