+300.2%
IVV vs UDR
+53.6%
+246.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.7% | +3.0% | -5.7% | -3.8% |
| 30D | -5.4% | +10.3% | -15.6% | -9.0% |
| 3M | -4.1% | -2.9% | -1.1% | -3.1% |
| 6M | +0.7% | +0.3% | +0.4% | 0.0% |
| YTD | +8.7% | +3.8% | +4.9% | +6.1% |
| 1Y | +11.0% | +12.7% | -1.8% | +4.5% |
| 3Y | +75.4% | +27.6% | +47.9% | +54.6% |
| 5Y | +68.3% | -18.6% | +86.9% | +76.9% |
| All | +300.2% | +53.6% | +246.6% | +243.9% |
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