-97.7%
IRE vs UDR
+14.9%
-112.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.6% | -26.8% | -15.6% |
| 7D | -46.8% | +7.2% | -54.1% | -36.6% |
| 30D | -75.5% | +10.5% | -86.0% | -68.8% |
| 3M | -79.4% | -2.3% | -77.1% | -79.2% |
| 6M | -91.3% | +4.0% | -95.3% | -90.6% |
| YTD | -90.8% | +5.6% | -96.4% | -88.3% |
| 1Y | -97.7% | +13.0% | -110.8% | -96.6% |
| All | -97.7% | +14.9% | -112.6% | -96.6% |
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 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