+76.2%
INVH vs UEC
+557.2%
-481.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.3% |
| 7D | -3.0% | -9.4% | +6.5% | -2.3% |
| 30D | -7.5% | -8.0% | +0.5% | -7.1% |
| 3M | -5.5% | -1.7% | -3.8% | -5.8% |
| 6M | +11.7% | -26.1% | +37.9% | +12.8% |
| YTD | +1.3% | -10.5% | +11.9% | +0.2% |
| 1Y | -6.1% | -13.3% | +7.2% | -7.8% |
| 3Y | -9.8% | +116.4% | -126.1% | -21.5% |
| 5Y | -19.7% | +225.5% | -245.2% | -36.5% |
| All | +76.2% | +557.2% | -481.0% | +6.5% |
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 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