+144.6%
IEFA vs UEC
+885.8%
-741.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.5% |
| 7D | -1.6% | -9.4% | +7.9% | -0.6% |
| 30D | -1.5% | -8.0% | +6.5% | -0.9% |
| 3M | +3.4% | -1.7% | +5.1% | +3.1% |
| 6M | +9.5% | -26.1% | +35.6% | +11.3% |
| YTD | +13.0% | -10.5% | +23.6% | +12.1% |
| 1Y | +18.0% | -13.3% | +31.3% | +16.3% |
| 3Y | +65.4% | +116.4% | -51.0% | +43.1% |
| 5Y | +51.6% | +225.5% | -174.0% | +18.7% |
| All | +144.6% | +885.8% | -741.3% | +50.7% |
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