+263.5%
ICE vs UEC
+631.2%
-367.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -1.1% |
| 7D | +2.2% | +4.9% | -2.7% | +1.8% |
| 30D | +13.7% | -17.5% | +31.2% | +15.0% |
| 3M | +17.9% | -40.1% | +58.1% | +21.9% |
| 6M | +15.0% | -56.1% | +71.1% | +21.0% |
| YTD | +10.9% | -41.8% | +52.7% | +12.9% |
| 1Y | +17.0% | -44.8% | +61.8% | +19.2% |
| 3Y | +68.2% | +20.6% | +47.6% | +53.5% |
| 5Y | +40.4% | +24.3% | +16.1% | +21.3% |
| All | +263.5% | +631.2% | -367.7% | +124.7% |
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 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