+19.4%
IVV vs UDR
-2.7%
+22.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.5% | -2.1% | +2.6% | +0.6% |
| 30D | -1.0% | -5.6% | +4.7% | -0.6% |
| 3M | +3.9% | -5.8% | +9.6% | +4.1% |
| 6M | +14.5% | -1.1% | +15.6% | +13.7% |
| YTD | +12.9% | +1.6% | +11.3% | +12.1% |
| 1Y | +19.4% | -2.7% | +22.0% | +19.3% |
| All | +19.4% | -2.7% | +22.1% | +19.3% |
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