-4.2%
IBM vs UDR
-4.8%
+0.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.3% | +3.6% |
| 7D | +3.6% | -3.3% | +6.8% | +4.0% |
| 30D | +1.5% | -5.6% | +7.2% | +2.3% |
| 3M | -12.9% | -9.4% | -3.5% | -11.5% |
| 6M | -3.9% | -3.0% | -0.9% | -3.2% |
| YTD | -17.3% | -0.4% | -17.0% | -16.9% |
| All | -4.2% | -4.8% | +0.7% | -3.2% |
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