+482.6%
UDR vs IAG
+377.5%
+105.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -5.2% | +28.9% | -34.1% | -7.0% |
| 3M | -5.8% | +19.1% | -24.9% | -7.3% |
| 6M | -1.7% | -10.3% | +8.6% | -1.6% |
| YTD | +2.4% | +24.2% | -21.8% | -0.3% |
| 1Y | -2.1% | +116.5% | -118.6% | -8.7% |
| 3Y | +4.2% | +742.8% | -738.6% | -13.8% |
| 5Y | -20.0% | +753.3% | -773.3% | -35.6% |
| 10Y | +44.6% | +403.2% | -358.5% | +13.9% |
| All | +482.6% | +377.5% | +105.2% | +314.0% |
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