+699.9%
IYR vs UDR
+1,069.8%
-370.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | -0.4% | -2.1% | +1.7% | +1.1% |
| 30D | -2.5% | -5.6% | +3.1% | +1.5% |
| 3M | +1.5% | -5.8% | +7.2% | +5.6% |
| 6M | +3.9% | -1.1% | +5.0% | +4.1% |
| YTD | +9.5% | +1.6% | +7.9% | +7.3% |
| 1Y | +7.5% | -2.7% | +10.1% | +8.3% |
| 3Y | +30.8% | +6.3% | +24.5% | +22.0% |
| 5Y | +4.8% | -19.3% | +24.1% | +17.8% |
| 10Y | +64.3% | +46.0% | +18.3% | +14.8% |
| All | +699.9% | +1,069.8% | -370.0% | +81.9% |
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