+990.2%
IBKR vs UDR
+47.2%
+943.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | -3.5% | +2.1% | -0.2% |
| 30D | -0.2% | -5.3% | +5.1% | +1.5% |
| 3M | +3.0% | -9.5% | +12.5% | +5.9% |
| 6M | +33.9% | -0.7% | +34.5% | +33.1% |
| YTD | +42.5% | -1.2% | +43.7% | +41.9% |
| 1Y | +44.9% | -5.7% | +50.6% | +46.3% |
| 3Y | +293.0% | +3.7% | +289.3% | +280.6% |
| 5Y | +497.7% | -18.9% | +516.6% | +523.5% |
| All | +990.2% | +47.2% | +943.0% | +906.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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