-97.1%
IRE vs UDR
+9.0%
-106.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.9% | -15.2% | -12.4% |
| 7D | -31.8% | -0.4% | -31.5% | -32.5% |
| 30D | -71.8% | +7.8% | -79.5% | -65.3% |
| 3M | -88.9% | -2.8% | -86.1% | -88.9% |
| 6M | -95.4% | -1.4% | -93.9% | -95.3% |
| YTD | -94.2% | +3.4% | -97.6% | -92.6% |
| 1Y | -97.1% | +9.9% | -107.0% | -94.4% |
| All | -97.1% | +9.0% | -106.1% | -94.4% |
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