+635.9%
ICE vs UEC
+73.5%
+562.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -0.7% | -6.9% | +6.3% | -0.1% |
| 30D | +7.6% | +7.6% | 0.0% | +6.8% |
| 3M | +13.9% | -18.4% | +32.3% | +15.0% |
| 6M | -2.4% | -23.3% | +20.9% | -1.6% |
| YTD | +0.3% | -1.2% | +1.5% | -1.6% |
| 1Y | -6.4% | +2.3% | -8.7% | -9.3% |
| 3Y | +43.1% | +162.3% | -119.2% | +23.6% |
| 5Y | +42.1% | +287.2% | -245.1% | +12.8% |
| 10Y | +220.9% | +1,009.6% | -788.7% | +106.9% |
| All | +635.9% | +73.5% | +562.3% | +333.2% |
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