+19.5%
IVZ vs UDR
+11.2%
+8.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.4% | +3.0% | -5.4% | -3.1% |
| 30D | -11.2% | +10.3% | -21.5% | -13.1% |
| 3M | -14.0% | -2.9% | -11.1% | -13.4% |
| 6M | +0.5% | +0.3% | +0.1% | -1.0% |
| YTD | +5.4% | +3.8% | +1.6% | +3.2% |
| 1Y | +19.5% | +12.7% | +6.7% | +15.5% |
| All | +19.5% | +11.2% | +8.3% | +15.5% |
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