+80.6%
INDA vs UEC
+939.6%
-859.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.7% |
| 7D | -3.6% | -4.3% | +0.6% | -3.2% |
| 30D | -4.0% | -3.8% | -0.1% | -3.8% |
| 3M | +1.7% | +17.0% | -15.3% | -0.3% |
| 6M | -3.6% | -23.9% | +20.2% | -2.5% |
| YTD | -11.0% | -5.7% | -5.3% | -12.4% |
| 1Y | -9.5% | -12.5% | +3.0% | -11.2% |
| 3Y | +7.6% | +136.5% | -128.8% | -8.8% |
| 5Y | +4.8% | +243.3% | -238.5% | -21.6% |
| All | +80.6% | +939.6% | -859.1% | -4.0% |
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 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