+1,071.6%
IGV vs UEC
+73.5%
+998.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | -6.9% | +2.4% | -3.8% |
| 30D | +3.2% | +7.6% | -4.4% | +2.3% |
| 3M | +4.5% | -18.4% | +22.9% | +6.0% |
| 6M | +22.1% | -23.3% | +45.4% | +23.6% |
| YTD | -1.0% | -1.2% | +0.2% | -2.9% |
| 1Y | -2.1% | +2.3% | -4.4% | -5.2% |
| 3Y | +44.6% | +162.3% | -117.7% | +22.9% |
| 5Y | +22.2% | +287.2% | -265.1% | -4.3% |
| 10Y | +364.7% | +1,009.6% | -644.9% | +197.7% |
| All | +1,071.6% | +73.5% | +998.1% | +548.1% |
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