+517.3%
IRM vs UDR
+54.6%
+462.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +6.8% | -0.4% | +7.2% | +7.0% |
| 30D | +2.6% | +7.8% | -5.2% | -2.2% |
| 3M | -9.5% | -2.8% | -6.7% | -8.2% |
| 6M | -8.5% | -1.4% | -7.0% | -8.7% |
| YTD | +40.3% | +3.4% | +36.9% | +35.0% |
| 1Y | +28.7% | +9.9% | +18.8% | +18.9% |
| 3Y | +111.8% | +28.5% | +83.3% | +76.6% |
| 5Y | +189.1% | -20.5% | +209.6% | +222.3% |
| All | +517.3% | +54.6% | +462.6% | +368.2% |
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 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