-18.9%
UDR vs IAG
+796.9%
-815.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -3.4% | -4.1% | +0.7% | -3.1% |
| 30D | -5.4% | +10.6% | -16.1% | -6.1% |
| 3M | -10.0% | +35.4% | -45.3% | -12.1% |
| 6M | -2.5% | -9.5% | +7.0% | -2.4% |
| YTD | -1.1% | +21.8% | -23.0% | -3.5% |
| 1Y | -3.9% | +84.1% | -88.0% | -9.6% |
| 3Y | +3.4% | +817.4% | -813.9% | -17.9% |
| 5Y | -18.9% | +830.1% | -849.0% | -36.6% |
| All | -18.9% | +796.9% | -815.8% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling