+143.6%
IBM vs UDR
+56.7%
+87.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.7% | -1.8% | 0.0% | -1.0% |
| 30D | +10.1% | +7.9% | +2.2% | +6.9% |
| 3M | +4.8% | -0.8% | +5.6% | +5.0% |
| 6M | +12.6% | 0.0% | +12.6% | +12.2% |
| YTD | -13.9% | +3.7% | -17.6% | -15.7% |
| 1Y | -18.7% | +8.5% | -27.2% | -21.8% |
| 3Y | +81.9% | +26.6% | +55.3% | +62.8% |
| 5Y | +148.3% | -20.2% | +168.5% | +163.0% |
| 10Y | +143.6% | +54.7% | +88.9% | +105.1% |
| All | +143.6% | +56.7% | +87.0% | +105.1% |
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 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