+168.1%
IJR vs UEC
+885.8%
-717.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.2% |
| 7D | -2.2% | -9.4% | +7.3% | -0.9% |
| 30D | -4.6% | -8.0% | +3.4% | -3.9% |
| 3M | +0.2% | -1.7% | +1.9% | -0.2% |
| 6M | +14.7% | -26.1% | +40.9% | +17.1% |
| YTD | +18.9% | -10.5% | +29.4% | +17.2% |
| 1Y | +19.9% | -13.3% | +33.2% | +17.1% |
| 3Y | +53.0% | +116.4% | -63.3% | +24.7% |
| 5Y | +40.9% | +225.5% | -184.7% | -0.2% |
| All | +168.1% | +885.8% | -717.8% | +38.4% |
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 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