+71.5%
IWD vs UDR
+4.7%
+66.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | -0.8% | -5.6% | +4.8% | +1.2% |
| 3M | +8.0% | -5.8% | +13.8% | +10.0% |
| 6M | +18.2% | -1.1% | +19.3% | +18.1% |
| YTD | +22.3% | +1.6% | +20.7% | +20.7% |
| 1Y | +28.9% | -2.7% | +31.5% | +29.2% |
| 3Y | +71.5% | +6.3% | +65.2% | +67.1% |
| All | +71.5% | +4.7% | +66.9% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling