+10,042.6%
IRM vs UDR
+1,163.0%
+8,879.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.5% | -2.0% | +1.5% | +0.3% |
| 30D | -8.1% | -5.2% | -2.9% | -6.3% |
| 3M | -9.7% | -5.8% | -3.9% | -7.9% |
| 6M | +10.0% | -1.7% | +11.7% | +10.2% |
| YTD | +43.0% | +2.4% | +40.6% | +40.7% |
| 1Y | +32.7% | -2.1% | +34.8% | +32.7% |
| 3Y | +102.7% | +4.2% | +98.5% | +98.1% |
| 5Y | +187.6% | -20.0% | +207.6% | +210.1% |
| 10Y | +420.1% | +44.6% | +375.5% | +355.8% |
| All | +10,042.6% | +1,163.0% | +8,879.6% | +4,799.6% |
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 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