+373.5%
IBM vs UEC
+73.5%
+300.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.3% | -6.9% | +6.6% | +0.2% |
| 30D | +0.3% | +7.6% | -7.4% | -0.3% |
| 3M | -21.6% | -18.4% | -3.2% | -21.0% |
| 6M | -4.7% | -23.3% | +18.6% | -4.0% |
| YTD | -19.1% | -1.2% | -17.9% | -20.2% |
| 1Y | -2.5% | +2.3% | -4.8% | -4.7% |
| 3Y | +74.2% | +162.3% | -88.1% | +55.5% |
| 5Y | +113.1% | +287.2% | -174.1% | +77.5% |
| 10Y | +133.5% | +1,009.6% | -876.1% | +66.0% |
| All | +373.5% | +73.5% | +300.0% | +203.1% |
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