+1,395.9%
IBKR vs UDR
+178.4%
+1,217.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -3.8% | -3.4% | -0.4% | -2.5% |
| 30D | -0.3% | -5.4% | +5.1% | +1.8% |
| 3M | +4.8% | -10.0% | +14.7% | +8.6% |
| 6M | +30.8% | -2.5% | +33.3% | +31.1% |
| YTD | +39.5% | -1.1% | +40.6% | +38.9% |
| 1Y | +43.7% | -3.9% | +47.5% | +44.3% |
| 3Y | +284.7% | +3.4% | +281.2% | +269.7% |
| 5Y | +484.9% | -18.9% | +503.8% | +508.4% |
| 10Y | +980.8% | +46.8% | +934.0% | +741.4% |
| All | +1,395.9% | +178.4% | +1,217.5% | +588.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling