+488.5%
UDR vs IAG
+303.8%
+184.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -0.4% | -7.7% | +7.3% | +0.1% |
| 30D | +7.8% | +1.6% | +6.2% | +7.5% |
| 3M | -2.8% | -2.4% | -0.4% | -2.9% |
| 6M | -1.4% | -7.8% | +6.4% | -1.6% |
| YTD | +3.4% | +5.0% | -1.6% | +1.7% |
| 1Y | +9.9% | +25.7% | -15.8% | +6.6% |
| 3Y | +28.5% | +694.5% | -666.0% | +6.6% |
| 5Y | -20.5% | +421.7% | -442.2% | -33.8% |
| 10Y | +54.2% | +382.5% | -328.2% | +21.8% |
| All | +488.5% | +303.8% | +184.7% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling