+188.3%
ITW vs UDR
+47.2%
+141.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.7% | -3.5% | +2.7% | +0.9% |
| 30D | -8.3% | -5.3% | -3.0% | -6.1% |
| 3M | +6.0% | -9.5% | +15.6% | +10.8% |
| 6M | 0.0% | -0.7% | +0.6% | -0.1% |
| YTD | +10.2% | -1.2% | +11.4% | +10.3% |
| 1Y | +3.2% | -5.7% | +9.0% | +5.4% |
| 3Y | +21.0% | +3.7% | +17.2% | +16.9% |
| 5Y | +37.9% | -18.9% | +56.8% | +47.1% |
| All | +188.3% | +47.2% | +141.1% | +145.6% |
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