+80.4%
IBM vs UEC
+19.3%
+61.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.8% | -7.6% | -1.2% |
| 7D | -5.0% | -10.2% | +5.3% | -4.5% |
| 30D | +11.1% | -26.9% | +38.0% | +12.7% |
| 3M | +5.7% | -35.7% | +41.4% | +7.9% |
| 6M | +10.1% | -56.1% | +66.2% | +14.4% |
| YTD | -15.6% | -40.8% | +25.1% | -14.3% |
| 1Y | -19.5% | -43.4% | +23.8% | -18.3% |
| 3Y | +80.4% | +25.4% | +55.0% | +70.3% |
| All | +80.4% | +19.3% | +61.1% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling