+9,922.0%
IRM vs UDR
+1,164.9%
+8,757.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +8.6% | -2.4% | +11.0% | +9.6% |
| 30D | 0.0% | +6.7% | -6.7% | -2.5% |
| 3M | -7.1% | -1.8% | -5.4% | -6.7% |
| 6M | -7.9% | -1.8% | -6.1% | -7.8% |
| YTD | +41.3% | +2.5% | +38.8% | +38.8% |
| 1Y | +20.7% | +7.9% | +12.8% | +16.2% |
| 3Y | +112.2% | +25.1% | +87.1% | +93.6% |
| 5Y | +191.2% | -21.2% | +212.4% | +215.1% |
| 10Y | +524.3% | +52.9% | +471.4% | +436.2% |
| All | +9,922.0% | +1,164.9% | +8,757.1% | +4,731.1% |
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