+7.3%
IEF vs UEC
+616.1%
-608.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -2.0% | -3.8% | +1.8% | -2.0% |
| 30D | +0.7% | -13.5% | +14.2% | +0.6% |
| 3M | -2.5% | -40.5% | +38.0% | -2.8% |
| 6M | -2.6% | -56.7% | +54.1% | -3.0% |
| YTD | -3.2% | -43.0% | +39.8% | -3.3% |
| 1Y | -3.0% | -42.5% | +39.5% | -3.1% |
| 3Y | +10.5% | +11.6% | -1.0% | +11.5% |
| 5Y | -8.2% | +21.8% | -29.9% | -6.6% |
| All | +7.3% | +616.1% | -608.8% | +14.4% |
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