+82.7%
IREN vs UDR
-21.4%
+104.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.2% | +7.3% |
| 7D | +26.0% | -2.0% | +28.0% | +27.2% |
| 30D | +14.9% | -5.2% | +20.1% | +17.7% |
| 3M | -27.8% | -5.8% | -22.0% | -27.1% |
| 6M | +1.9% | -1.7% | +3.6% | -0.2% |
| YTD | +18.3% | +2.4% | +15.9% | +12.5% |
| 1Y | +71.0% | -2.1% | +73.1% | +65.8% |
| 3Y | +882.0% | +4.2% | +877.8% | +780.4% |
| All | +82.7% | -21.4% | +104.2% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling