+409.4%
IWF vs UDR
+47.3%
+362.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -1.7% | -3.4% | +1.7% | -0.5% |
| 30D | -1.8% | -5.4% | +3.6% | +0.1% |
| 3M | +1.5% | -10.0% | +11.4% | +5.0% |
| 6M | +7.7% | -2.5% | +10.2% | +7.9% |
| YTD | +2.7% | -1.1% | +3.8% | +2.2% |
| 1Y | +6.8% | -3.9% | +10.6% | +7.1% |
| 3Y | +76.9% | +3.4% | +73.4% | +70.1% |
| 5Y | +73.4% | -18.9% | +92.3% | +81.7% |
| All | +409.4% | +47.3% | +362.2% | +351.3% |
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