+210.5%
ICE vs UEC
+939.6%
-729.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | -0.1% |
| 7D | -5.3% | -4.3% | -1.1% | -5.0% |
| 30D | +3.0% | -3.8% | +6.9% | +3.1% |
| 3M | +11.4% | +17.0% | -5.5% | +9.5% |
| 6M | -2.0% | -23.9% | +21.8% | -1.2% |
| YTD | -3.1% | -5.7% | +2.5% | -4.6% |
| 1Y | -8.4% | -12.5% | +4.2% | -10.0% |
| 3Y | +40.7% | +136.5% | -95.7% | +21.7% |
| 5Y | +40.0% | +243.3% | -203.3% | +10.5% |
| All | +210.5% | +939.6% | -729.1% | +83.4% |
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