+115.1%
INDA vs UEC
+184.9%
-69.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.7% | -6.9% | +7.6% | +1.3% |
| 30D | -0.8% | +7.6% | -8.4% | -1.6% |
| 3M | +3.9% | -18.4% | +22.3% | +5.1% |
| 6M | -0.7% | -23.3% | +22.6% | +0.3% |
| YTD | -7.7% | -1.2% | -6.5% | -9.4% |
| 1Y | -5.1% | +2.3% | -7.4% | -8.0% |
| 3Y | +13.6% | +162.3% | -148.6% | -2.9% |
| 5Y | +7.8% | +287.2% | -279.4% | -17.1% |
| 10Y | +84.6% | +1,009.6% | -925.0% | +11.7% |
| All | +115.1% | +184.9% | -69.8% | +41.4% |
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 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