+212.3%
IEFA vs UEC
+400.0%
-187.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.1% | +1.9% | -3.0% | -1.5% |
| 3M | +5.1% | +8.9% | -3.8% | +3.8% |
| 6M | +9.3% | -14.5% | +23.8% | +9.5% |
| YTD | +13.0% | -0.7% | +13.6% | +11.2% |
| 1Y | +19.2% | -4.1% | +23.2% | +16.6% |
| 3Y | +67.0% | +148.9% | -81.9% | +45.2% |
| 5Y | +51.1% | +300.0% | -248.9% | +19.8% |
| 10Y | +146.5% | +994.3% | -847.8% | +61.2% |
| All | +212.3% | +400.0% | -187.7% | +104.0% |
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