-83.7%
IRE vs UDR
+3.4%
-87.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +14.0% |
| 7D | +54.8% | -2.0% | +56.8% | +50.1% |
| 30D | +18.4% | -5.2% | +23.6% | +8.1% |
| 3M | -66.7% | -5.8% | -61.0% | -69.1% |
| 6M | -52.3% | -1.7% | -50.6% | -55.8% |
| YTD | -52.3% | +2.4% | -54.7% | -48.8% |
| All | -83.7% | +3.4% | -87.1% | -80.4% |
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