+1,317.3%
UDR vs IBN
+1,760.3%
-443.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.4% | +1.9% | -2.2% | -0.8% |
| 30D | +7.8% | +22.1% | -14.3% | +2.4% |
| 3M | -2.8% | +17.1% | -19.9% | -6.7% |
| 6M | -1.4% | +35.5% | -37.0% | -8.9% |
| YTD | +3.4% | +16.8% | -13.4% | -1.1% |
| 1Y | +9.9% | +12.4% | -2.5% | +6.1% |
| 3Y | +28.5% | +58.0% | -29.5% | +12.8% |
| 5Y | -20.5% | +73.7% | -94.2% | -32.4% |
| 10Y | +54.2% | +385.6% | -331.3% | -4.0% |
| All | +1,317.3% | +1,760.3% | -443.1% | +507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling