+30.7%
IVZ vs UDR
+14.9%
+15.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.3% |
| 7D | +2.6% | +7.2% | -4.6% | +1.1% |
| 30D | -3.5% | +10.5% | -13.9% | -5.7% |
| 3M | -7.4% | -2.3% | -5.1% | -6.9% |
| 6M | +14.7% | +4.0% | +10.7% | +11.8% |
| YTD | +14.6% | +5.6% | +9.0% | +11.7% |
| 1Y | +30.7% | +13.0% | +17.7% | +24.5% |
| All | +30.7% | +14.9% | +15.8% | +24.5% |
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 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