+444.3%
IAU vs UEC
+0.2%
+444.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | -4.6% | -3.8% | -0.8% | -4.4% |
| 30D | -5.4% | -13.5% | +8.1% | -4.9% |
| 3M | -10.9% | -40.5% | +29.6% | -9.1% |
| 6M | -17.4% | -56.7% | +39.3% | -14.8% |
| YTD | -10.2% | -43.0% | +32.8% | -8.6% |
| 1Y | -7.1% | -42.5% | +35.5% | -5.5% |
| 3Y | +97.7% | +11.6% | +86.2% | +94.2% |
| 5Y | +105.3% | +21.8% | +83.5% | +97.5% |
| 10Y | +208.0% | +623.9% | -415.9% | +169.7% |
| All | +444.3% | +0.2% | +444.1% | +342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling