+2,413.6%
IBM vs UDR
+2,878.3%
-464.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -0.3% | -2.0% | +1.7% | +0.2% |
| 30D | +0.3% | -5.2% | +5.5% | +1.6% |
| 3M | -21.6% | -5.8% | -15.8% | -20.4% |
| 6M | -4.7% | -1.7% | -3.0% | -4.5% |
| YTD | -19.1% | +2.4% | -21.5% | -19.8% |
| 1Y | -2.5% | -2.1% | -0.4% | -2.4% |
| 3Y | +74.2% | +4.2% | +69.9% | +70.6% |
| 5Y | +113.1% | -20.0% | +133.1% | +120.5% |
| 10Y | +133.5% | +44.6% | +88.9% | +107.2% |
| All | +2,413.6% | +2,878.3% | -464.7% | +1,333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling