+192.8%
IRM vs UDR
-20.7%
+213.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.5% |
| 7D | +3.0% | -3.3% | +6.3% | +5.2% |
| 30D | -5.2% | -5.6% | +0.4% | -1.7% |
| 3M | -8.0% | -9.4% | +1.4% | -2.7% |
| 6M | +9.2% | -3.0% | +12.1% | +9.9% |
| YTD | +41.0% | -0.4% | +41.4% | +38.5% |
| 1Y | +23.3% | -5.1% | +28.4% | +25.1% |
| 3Y | +102.8% | +4.2% | +98.6% | +91.7% |
| 5Y | +192.8% | -19.5% | +212.3% | +228.2% |
| All | +192.8% | -20.7% | +213.5% | +228.2% |
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 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