+44.5%
UDR vs IBN
+316.4%
-272.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -3.4% | -5.5% | +2.1% | -1.9% |
| 30D | -5.4% | -3.4% | -2.0% | -4.6% |
| 3M | -10.0% | +8.7% | -18.6% | -12.1% |
| 6M | -2.5% | +3.7% | -6.3% | -3.8% |
| YTD | -1.1% | -2.4% | +1.3% | -0.9% |
| 1Y | -3.9% | -8.1% | +4.2% | -2.2% |
| 3Y | +3.4% | +26.3% | -22.9% | -4.7% |
| 5Y | -18.9% | +54.9% | -73.8% | -30.2% |
| All | +44.5% | +316.4% | -272.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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