+44.3%
UDR vs INVH
+75.4%
-31.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.5% | -3.0% | -0.5% | -1.3% |
| 30D | -5.3% | -7.5% | +2.2% | +0.3% |
| 3M | -9.5% | -5.5% | -4.0% | -5.6% |
| 6M | -0.7% | +11.7% | -12.4% | -8.5% |
| YTD | -1.2% | +1.3% | -2.5% | -2.5% |
| 1Y | -5.7% | -6.1% | +0.3% | -1.8% |
| 3Y | +3.7% | -9.8% | +13.5% | +10.7% |
| 5Y | -18.9% | -19.7% | +0.8% | -6.7% |
| All | +44.3% | +75.4% | -31.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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