+1,303.2%
UDR vs IBN
+1,532.9%
-229.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | -5.8% | +17.1% | -22.9% | -9.6% |
| 6M | -1.7% | +3.4% | -5.1% | -2.8% |
| YTD | +2.4% | +2.5% | -0.2% | +1.3% |
| 1Y | -2.1% | -4.2% | +2.0% | -1.6% |
| 3Y | +4.2% | +32.4% | -28.2% | -4.2% |
| 5Y | -20.0% | +59.2% | -79.2% | -30.5% |
| 10Y | +44.6% | +345.7% | -301.0% | -8.4% |
| All | +1,303.2% | +1,532.9% | -229.8% | +522.2% |
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