+36.0%
ITW vs UDR
-20.1%
+56.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.4% | -3.4% | +1.0% | -0.8% |
| 30D | -9.5% | -5.4% | -4.1% | -7.2% |
| 3M | +6.6% | -10.0% | +16.6% | +11.8% |
| 6M | -1.8% | -2.5% | +0.8% | -0.9% |
| YTD | +9.0% | -1.1% | +10.1% | +9.0% |
| 1Y | +3.6% | -3.9% | +7.5% | +4.8% |
| 3Y | +19.4% | +3.4% | +16.0% | +15.8% |
| All | +36.0% | -20.1% | +56.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling