+776.1%
IVV vs UDR
+1,215.9%
-439.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | +0.1% | -5.2% | +5.3% | +1.9% |
| 3M | +2.0% | -5.8% | +7.8% | +3.9% |
| 6M | +13.0% | -1.7% | +14.7% | +13.2% |
| YTD | +13.6% | +2.4% | +11.2% | +11.9% |
| 1Y | +20.1% | -2.1% | +22.2% | +19.9% |
| 3Y | +77.6% | +4.2% | +73.4% | +71.4% |
| 5Y | +82.5% | -20.0% | +102.5% | +91.8% |
| 10Y | +316.5% | +44.6% | +271.9% | +243.5% |
| All | +776.1% | +1,215.9% | -439.8% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling