-18.7%
IBM vs UDR
+9.8%
-28.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.7% | -1.8% | 0.0% | -1.3% |
| 30D | +10.1% | +7.9% | +2.2% | +8.2% |
| 3M | +4.8% | -0.8% | +5.6% | +4.5% |
| 6M | +12.6% | 0.0% | +12.6% | +13.1% |
| YTD | -13.9% | +3.7% | -17.6% | -15.1% |
| 1Y | -18.7% | +8.5% | -27.2% | -21.4% |
| All | -18.7% | +9.8% | -28.5% | -21.4% |
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 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