+204.6%
IWD vs UDR
+56.7%
+147.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -0.6% | -1.8% | +1.2% | +0.2% |
| 30D | +3.6% | +7.9% | -4.3% | +0.2% |
| 3M | +2.7% | -0.8% | +3.4% | +2.9% |
| 6M | +13.2% | 0.0% | +13.2% | +12.7% |
| YTD | +26.8% | +3.7% | +23.0% | +23.6% |
| 1Y | +29.3% | +8.5% | +20.7% | +23.4% |
| 3Y | +85.1% | +26.6% | +58.6% | +62.6% |
| 5Y | +74.2% | -20.2% | +94.4% | +85.9% |
| 10Y | +204.6% | +54.7% | +149.8% | +157.4% |
| All | +204.6% | +56.7% | +147.9% | +157.4% |
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