+29.3%
IWD vs UDR
+9.8%
+19.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.6% | -1.8% | +1.2% | -0.2% |
| 30D | +3.6% | +7.9% | -4.3% | +2.2% |
| 3M | +2.7% | -0.8% | +3.4% | +2.7% |
| 6M | +13.2% | 0.0% | +13.2% | +12.8% |
| YTD | +26.8% | +3.7% | +23.0% | +25.1% |
| 1Y | +29.3% | +8.5% | +20.7% | +25.5% |
| All | +29.3% | +9.8% | +19.5% | +25.5% |
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