+936.8%
IVZ vs UDR
+1,298.3%
-361.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.2% |
| 7D | +5.1% | -2.4% | +7.5% | +6.8% |
| 30D | -1.6% | +6.7% | -8.2% | -5.8% |
| 3M | -9.1% | -1.8% | -7.4% | -8.3% |
| 6M | +1.8% | -1.8% | +3.6% | +2.0% |
| YTD | +10.8% | +2.5% | +8.3% | +7.4% |
| 1Y | +19.1% | +7.9% | +11.2% | +11.4% |
| 3Y | +144.4% | +25.1% | +119.3% | +106.1% |
| 5Y | +33.6% | -21.2% | +54.7% | +52.2% |
| 10Y | +41.7% | +52.9% | -11.3% | +2.1% |
| All | +936.8% | +1,298.3% | -361.5% | +153.3% |
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