+218.0%
IAU vs UEC
+939.6%
-721.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -1.5% |
| 7D | -3.4% | -4.3% | +0.9% | -3.2% |
| 30D | -1.1% | -3.8% | +2.7% | -1.0% |
| 3M | +5.8% | +17.0% | -11.2% | +4.8% |
| 6M | -16.9% | -23.9% | +7.0% | -16.3% |
| YTD | +0.1% | -5.7% | +5.8% | +0.1% |
| 1Y | +18.4% | -12.5% | +30.9% | +18.3% |
| 3Y | +123.6% | +136.5% | -12.9% | +113.6% |
| 5Y | +138.7% | +243.3% | -104.6% | +122.6% |
| All | +218.0% | +939.6% | -721.7% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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