+423.6%
IRM vs UDR
+47.3%
+376.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -1.8% | -3.4% | +1.6% | +0.3% |
| 30D | -7.8% | -5.4% | -2.3% | -4.6% |
| 3M | -7.9% | -10.0% | +2.1% | -2.3% |
| 6M | +6.3% | -2.5% | +8.9% | +6.9% |
| YTD | +38.2% | -1.1% | +39.3% | +37.0% |
| 1Y | +19.8% | -3.9% | +23.7% | +20.7% |
| 3Y | +98.8% | +3.4% | +95.3% | +90.0% |
| 5Y | +191.8% | -18.9% | +210.7% | +222.9% |
| All | +423.6% | +47.3% | +376.3% | +287.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling