+112.0%
IBM vs UDR
-18.0%
+130.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | -1.5% | -5.6% | +4.1% | +0.2% |
| 3M | -16.8% | -5.8% | -11.0% | -15.2% |
| 6M | -9.0% | -1.1% | -7.9% | -9.0% |
| YTD | -20.1% | +1.6% | -21.7% | -20.8% |
| 1Y | -7.0% | -2.7% | -4.4% | -6.7% |
| 3Y | +72.4% | +6.3% | +66.1% | +67.9% |
| 5Y | +112.0% | -19.3% | +131.3% | +124.9% |
| All | +112.0% | -18.0% | +130.0% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling