+165.3%
IWM vs UDR
+47.3%
+118.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -2.5% | -3.4% | +0.8% | -0.9% |
| 30D | -4.4% | -5.4% | +1.0% | -1.8% |
| 3M | +2.2% | -10.0% | +12.2% | +7.3% |
| 6M | +14.0% | -2.5% | +16.6% | +14.6% |
| YTD | +17.4% | -1.1% | +18.5% | +16.8% |
| 1Y | +22.9% | -3.9% | +26.8% | +23.9% |
| 3Y | +62.1% | +3.4% | +58.6% | +55.5% |
| 5Y | +38.2% | -18.9% | +57.0% | +47.9% |
| All | +165.3% | +47.3% | +118.0% | +131.5% |
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 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