-97.1%
IRE vs UDR
+4.9%
-102.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.2% | +40.7% | +37.3% |
| 7D | -27.2% | +3.0% | -30.2% | -21.3% |
| 30D | -75.1% | +10.3% | -85.4% | -69.2% |
| 3M | -77.9% | -2.9% | -74.9% | -77.8% |
| 6M | -94.6% | +0.3% | -94.9% | -94.5% |
| YTD | -91.5% | +3.8% | -95.3% | -90.2% |
| 1Y | -97.8% | +12.7% | -110.6% | -97.5% |
| All | -97.1% | +4.9% | -102.0% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling