-25.7%
IREN vs UDR
-20.6%
-5.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.1% |
| 7D | -16.0% | -0.4% | -15.7% | -15.9% |
| 30D | -40.5% | +7.8% | -48.3% | -42.9% |
| 3M | -59.4% | -2.8% | -56.6% | -59.2% |
| 6M | -67.1% | -1.4% | -65.6% | -67.9% |
| YTD | -51.9% | +3.4% | -55.3% | -54.7% |
| 1Y | -62.7% | +9.9% | -72.5% | -66.5% |
| 3Y | +507.7% | +28.5% | +479.2% | +360.1% |
| All | -25.7% | -20.6% | -5.1% | -25.3% |
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