+134.5%
IBM vs UDR
+47.3%
+87.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.2% |
| 7D | -0.3% | -3.4% | +3.1% | +1.0% |
| 30D | -1.8% | -5.4% | +3.6% | +0.1% |
| 3M | -13.5% | -10.0% | -3.5% | -10.0% |
| 6M | -5.1% | -2.5% | -2.6% | -4.7% |
| YTD | -19.4% | -1.1% | -18.3% | -19.6% |
| 1Y | -6.5% | -3.9% | -2.6% | -5.9% |
| 3Y | +73.8% | +3.4% | +70.4% | +68.2% |
| 5Y | +116.3% | -18.9% | +135.2% | +126.6% |
| All | +134.5% | +47.3% | +87.2% | +102.4% |
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