+990.2%
IBKR vs UEC
+885.8%
+104.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +2.9% |
| 7D | -1.3% | -9.4% | +8.1% | -0.1% |
| 30D | -0.2% | -8.0% | +7.8% | +0.7% |
| 3M | +3.0% | -1.7% | +4.6% | +2.8% |
| 6M | +33.9% | -26.1% | +60.0% | +37.4% |
| YTD | +42.5% | -10.5% | +53.0% | +42.2% |
| 1Y | +44.9% | -13.3% | +58.1% | +43.5% |
| 3Y | +293.0% | +116.4% | +176.6% | +233.5% |
| 5Y | +497.7% | +225.5% | +272.1% | +348.0% |
| All | +990.2% | +885.8% | +104.4% | +492.8% |
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 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