+758.4%
IVV vs UDR
+1,239.0%
-480.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.7% |
| 30D | -3.3% | +8.0% | -11.4% | -6.0% |
| 3M | -2.4% | -3.3% | +0.9% | -1.4% |
| 6M | +2.6% | +1.0% | +1.6% | +1.7% |
| YTD | +11.3% | +4.2% | +7.1% | +8.8% |
| 1Y | +13.4% | +10.8% | +2.6% | +8.3% |
| 3Y | +80.3% | +30.1% | +50.1% | +60.7% |
| 5Y | +72.7% | -18.9% | +91.6% | +80.6% |
| 10Y | +309.6% | +53.4% | +256.3% | +231.0% |
| All | +758.4% | +1,239.0% | -480.7% | +179.9% |
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