-19.5%
UDR vs IBN
+54.0%
-73.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.5% |
| 7D | -3.3% | -5.1% | +1.8% | -1.9% |
| 30D | -5.6% | -3.5% | -2.1% | -4.7% |
| 3M | -9.4% | +11.3% | -20.7% | -12.2% |
| 6M | -3.0% | +4.4% | -7.4% | -4.4% |
| YTD | -0.4% | -1.8% | +1.4% | -0.3% |
| 1Y | -5.1% | -8.0% | +2.8% | -3.4% |
| 3Y | +4.2% | +27.1% | -22.9% | -5.1% |
| 5Y | -19.5% | +54.5% | -74.0% | -31.4% |
| All | -19.5% | +54.0% | -73.5% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling