+4.6%
UDR vs IAG
+817.0%
-812.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -3.3% | +1.7% | -4.9% | -3.3% |
| 30D | -5.6% | +11.4% | -17.1% | -6.2% |
| 3M | -9.4% | +33.0% | -42.4% | -10.9% |
| 6M | -3.0% | -6.0% | +3.0% | -2.9% |
| YTD | -0.4% | +24.6% | -24.9% | -2.2% |
| 1Y | -5.1% | +105.0% | -110.1% | -10.2% |
| All | +4.6% | +817.0% | -812.4% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling