+44.4%
UDR vs IFF
-20.3%
+64.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -3.5% | -3.2% | -0.3% | -2.4% |
| 30D | -5.3% | -0.3% | -5.0% | -5.2% |
| 3M | -9.5% | +8.4% | -18.0% | -12.3% |
| 6M | -0.7% | +23.0% | -23.7% | -8.7% |
| YTD | -1.2% | +25.5% | -26.6% | -10.2% |
| 1Y | -5.7% | +29.1% | -34.8% | -15.4% |
| 3Y | +3.7% | +31.7% | -27.9% | -9.4% |
| 5Y | -18.9% | -35.2% | +16.3% | -11.3% |
| All | +44.4% | -20.3% | +64.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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