+747.8%
IWD vs UDR
+1,174.4%
-426.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +3.6% | +7.8% | -4.2% | +0.5% |
| 3M | +2.2% | -2.8% | +4.9% | +3.2% |
| 6M | +13.0% | -1.4% | +14.4% | +13.1% |
| YTD | +26.5% | +3.4% | +23.1% | +23.9% |
| 1Y | +30.1% | +9.9% | +20.3% | +24.4% |
| 3Y | +84.9% | +28.5% | +56.4% | +64.5% |
| 5Y | +73.4% | -20.5% | +93.9% | +83.7% |
| 10Y | +204.0% | +54.2% | +149.8% | +141.9% |
| All | +747.8% | +1,174.4% | -426.6% | +192.4% |
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 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