+503.6%
IBKR vs UDR
-20.2%
+523.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | -3.5% | +2.1% | -0.4% |
| 30D | -0.2% | -5.3% | +5.1% | +1.2% |
| 3M | +3.0% | -9.5% | +12.5% | +5.4% |
| 6M | +33.9% | -0.7% | +34.5% | +32.8% |
| YTD | +42.5% | -1.2% | +43.7% | +41.7% |
| 1Y | +44.9% | -5.7% | +50.6% | +46.0% |
| 3Y | +293.0% | +3.7% | +289.3% | +284.8% |
| All | +503.6% | -20.2% | +523.8% | +584.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling