+313.7%
IVV vs UDR
+42.1%
+271.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.5% | -2.1% | +2.6% | +1.3% |
| 30D | -1.0% | -5.6% | +4.7% | +1.2% |
| 3M | +3.9% | -5.8% | +9.6% | +5.9% |
| 6M | +14.5% | -1.1% | +15.6% | +14.3% |
| YTD | +12.9% | +1.6% | +11.3% | +11.2% |
| 1Y | +19.4% | -2.7% | +22.0% | +19.4% |
| 3Y | +78.8% | +6.3% | +72.5% | +70.1% |
| 5Y | +82.2% | -19.3% | +101.5% | +92.1% |
| 10Y | +313.7% | +46.0% | +267.7% | +257.5% |
| All | +313.7% | +42.1% | +271.5% | +257.5% |
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