+44.4%
UDR vs IAG
+427.6%
-383.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | -5.3% | +12.1% | -17.4% | -5.9% |
| 3M | -9.5% | +25.5% | -35.1% | -10.7% |
| 6M | -0.7% | -7.1% | +6.5% | -0.7% |
| YTD | -1.2% | +22.9% | -24.0% | -2.8% |
| 1Y | -5.7% | +83.3% | -89.1% | -9.4% |
| 3Y | +3.7% | +808.5% | -804.8% | -9.4% |
| 5Y | -18.9% | +838.0% | -856.9% | -30.4% |
| All | +44.4% | +427.6% | -383.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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