+264.9%
ICE vs UEC
+616.1%
-351.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.5% |
| 7D | +3.6% | -3.8% | +7.4% | +3.9% |
| 30D | +15.1% | -13.5% | +28.6% | +16.0% |
| 3M | +15.4% | -40.5% | +55.9% | +19.3% |
| 6M | +16.1% | -56.7% | +72.8% | +22.3% |
| YTD | +11.4% | -43.0% | +54.3% | +13.5% |
| 1Y | +18.5% | -42.5% | +61.0% | +20.3% |
| 3Y | +70.5% | +11.6% | +59.0% | +56.7% |
| 5Y | +40.9% | +21.8% | +19.2% | +21.9% |
| All | +264.9% | +616.1% | -351.3% | +125.9% |
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