+101.8%
IRM vs UDR
+4.1%
+97.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.3% |
| 7D | +3.0% | -3.3% | +6.3% | +4.9% |
| 30D | -5.2% | -5.6% | +0.4% | -2.3% |
| 3M | -8.0% | -9.4% | +1.4% | -3.5% |
| 6M | +9.2% | -3.0% | +12.1% | +9.6% |
| YTD | +41.0% | -0.4% | +41.4% | +38.3% |
| 1Y | +23.3% | -5.1% | +28.4% | +24.6% |
| All | +101.8% | +4.1% | +97.6% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling