+80.4%
IBM vs UDR
+26.2%
+54.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | +6.8% | +6.7% | +0.1% | +4.6% |
| 3M | +4.4% | -1.8% | +6.2% | +4.8% |
| 6M | +13.2% | -1.8% | +15.0% | +13.6% |
| YTD | -15.1% | +2.5% | -17.7% | -16.3% |
| 1Y | -20.2% | +7.9% | -28.1% | -22.7% |
| All | +80.4% | +26.2% | +54.2% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling