+144.5%
IBM vs UEC
+908.7%
-764.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.6% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | +1.5% | +1.9% | -0.4% | +1.3% |
| 3M | -12.9% | +8.9% | -21.8% | -14.0% |
| 6M | -3.9% | -14.5% | +10.6% | -3.8% |
| YTD | -17.3% | -0.7% | -16.7% | -18.7% |
| 1Y | -5.0% | -4.1% | -0.9% | -7.0% |
| 3Y | +78.2% | +148.9% | -70.7% | +55.9% |
| 5Y | +120.6% | +300.0% | -179.4% | +74.6% |
| 10Y | +144.5% | +994.3% | -849.9% | +49.0% |
| All | +144.5% | +908.7% | -764.2% | +49.0% |
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