-82.0%
IRE vs UDR
+2.7%
-84.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.7% | +11.0% | +9.0% |
| 7D | +58.9% | -2.1% | +61.0% | +54.0% |
| 30D | +17.2% | -5.6% | +22.8% | +6.6% |
| 3M | -58.6% | -5.8% | -52.8% | -61.9% |
| 6M | -23.5% | -1.1% | -22.4% | -29.2% |
| YTD | -47.4% | +1.6% | -49.0% | -44.2% |
| All | -82.0% | +2.7% | -84.7% | -78.6% |
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