+3.9%
IYR vs UDR
-3.7%
+7.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -1.3% |
| 30D | -2.5% | -5.4% | +2.9% | 0.0% |
| 3M | -3.0% | -10.0% | +7.0% | +1.7% |
| 6M | +1.6% | -2.5% | +4.2% | +2.8% |
| YTD | +7.3% | -1.1% | +8.4% | +7.1% |
| All | +3.9% | -3.7% | +7.6% | +5.1% |
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 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