+200.5%
IWD vs UDR
+44.7%
+155.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | -1.2% | -3.3% | +2.1% | +0.2% |
| 30D | -1.6% | -5.6% | +4.0% | +0.8% |
| 3M | +7.0% | -9.4% | +16.4% | +11.4% |
| 6M | +17.0% | -3.0% | +19.9% | +17.8% |
| YTD | +21.6% | -0.4% | +22.0% | +20.8% |
| 1Y | +28.0% | -5.1% | +33.1% | +29.7% |
| 3Y | +70.6% | +4.2% | +66.3% | +63.5% |
| 5Y | +73.3% | -19.5% | +92.9% | +83.9% |
| 10Y | +200.5% | +47.9% | +152.6% | +157.7% |
| All | +200.5% | +44.7% | +155.8% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling