+82.4%
IEF vs UEC
+78.8%
+3.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | -0.7% | +5.6% | -6.3% | -0.7% |
| 3M | -0.4% | -5.7% | +5.3% | -0.4% |
| 6M | -2.5% | -8.0% | +5.6% | -2.4% |
| YTD | -1.6% | +1.8% | -3.4% | -1.4% |
| 1Y | -1.3% | +0.6% | -1.9% | -1.0% |
| 3Y | +10.1% | +155.2% | -145.1% | +11.8% |
| 5Y | -8.3% | +305.8% | -314.1% | -5.8% |
| 10Y | +4.5% | +943.0% | -938.5% | +10.2% |
| All | +82.4% | +78.8% | +3.6% | +92.4% |
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 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