+12.1%
IVV vs UDR
+7.9%
+4.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +3.3% | -2.4% | +5.7% | +3.5% |
| 30D | -2.7% | +6.7% | -9.3% | -3.0% |
| 3M | -1.7% | -1.8% | +0.1% | -1.6% |
| 6M | +3.2% | -1.8% | +4.9% | +2.7% |
| YTD | +12.0% | +2.5% | +9.5% | +11.1% |
| 1Y | +12.1% | +7.9% | +4.2% | +9.8% |
| All | +12.1% | +7.9% | +4.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling