+48.9%
IVZ vs UDR
-4.3%
+53.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | +1.2% | -3.3% | +4.4% | +1.9% |
| 30D | +1.8% | -5.6% | +7.4% | +3.0% |
| 3M | +15.7% | -9.4% | +25.2% | +17.8% |
| 6M | +36.3% | -3.0% | +39.3% | +34.9% |
| YTD | +24.9% | -0.4% | +25.3% | +23.5% |
| 1Y | +48.9% | -5.1% | +54.1% | +50.0% |
| All | +48.9% | -4.3% | +53.2% | +50.0% |
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