+474.1%
IJH vs UEC
+74.4%
+399.6%
-55.1%
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 | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -3.8% | +1.9% | -5.8% | -4.2% |
| 3M | 0.0% | +8.9% | -8.9% | -1.4% |
| 6M | +8.8% | -14.5% | +23.2% | +8.9% |
| YTD | +13.5% | -0.7% | +14.2% | +11.3% |
| 1Y | +15.4% | -4.1% | +19.5% | +12.4% |
| 3Y | +50.9% | +148.9% | -98.0% | +28.1% |
| 5Y | +47.8% | +300.0% | -252.2% | +13.1% |
| 10Y | +183.1% | +994.3% | -811.3% | +75.1% |
| All | +474.1% | +74.4% | +399.6% | +201.5% |
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