-13.3%
IBM vs UDR
+14.9%
-28.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.0% |
| 7D | +0.4% | +7.2% | -6.8% | -1.0% |
| 30D | +14.8% | +10.5% | +4.3% | +12.4% |
| 3M | +8.9% | -2.3% | +11.2% | +8.8% |
| 6M | +12.4% | +4.0% | +8.4% | +11.7% |
| YTD | -12.4% | +5.6% | -18.0% | -13.4% |
| 1Y | -13.3% | +13.0% | -26.3% | -15.9% |
| All | -13.3% | +14.9% | -28.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling