+714.3%
ICE vs UEC
+2.3%
+712.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -1.0% |
| 7D | +2.2% | +4.9% | -2.7% | +1.7% |
| 30D | +13.7% | -17.5% | +31.2% | +15.1% |
| 3M | +17.9% | -40.1% | +58.1% | +22.1% |
| 6M | +15.0% | -56.1% | +71.1% | +21.2% |
| YTD | +10.9% | -41.8% | +52.7% | +13.1% |
| 1Y | +17.0% | -44.8% | +61.8% | +19.4% |
| 3Y | +68.2% | +20.6% | +47.6% | +54.6% |
| 5Y | +40.4% | +24.3% | +16.1% | +22.8% |
| 10Y | +259.3% | +639.1% | -379.9% | +138.5% |
| All | +714.3% | +2.3% | +712.1% | +397.9% |
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 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