+392.9%
IBM vs UEC
+7.8%
+385.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | -0.2% |
| 7D | -2.2% | -5.2% | +3.0% | -1.9% |
| 30D | +7.7% | -22.0% | +29.6% | +9.2% |
| 3M | +3.5% | -37.0% | +40.5% | +6.3% |
| 6M | +7.2% | -52.7% | +59.9% | +11.6% |
| YTD | -15.8% | -38.6% | +22.8% | -14.5% |
| 1Y | -19.3% | -44.6% | +25.3% | -17.7% |
| 3Y | +78.0% | +27.1% | +50.8% | +66.7% |
| 5Y | +143.0% | +37.9% | +105.2% | +117.7% |
| 10Y | +139.9% | +631.6% | -491.7% | +75.0% |
| All | +392.9% | +7.8% | +385.1% | +224.7% |
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