+2,562.9%
IBM vs UDR
+2,908.2%
-345.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +1.6% | -0.4% | +1.9% | +1.7% |
| 30D | +9.2% | +7.8% | +1.4% | +7.2% |
| 3M | +4.9% | -2.8% | +7.7% | +5.6% |
| 6M | +16.8% | -1.4% | +18.2% | +16.9% |
| YTD | -14.3% | +3.4% | -17.7% | -15.3% |
| 1Y | -16.7% | +9.9% | -26.6% | -19.0% |
| 3Y | +82.2% | +28.5% | +53.7% | +69.7% |
| 5Y | +149.9% | -20.5% | +170.4% | +159.0% |
| 10Y | +142.6% | +54.2% | +88.3% | +112.3% |
| All | +2,562.9% | +2,908.2% | -345.3% | +1,414.6% |
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