+93.1%
IONS vs UEC
+908.7%
-815.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -8.7% | -0.2% | -8.5% | -8.6% |
| 30D | -1.6% | +1.9% | -3.5% | -2.0% |
| 3M | -24.9% | +8.9% | -33.8% | -26.3% |
| 6M | -25.7% | -14.5% | -11.2% | -25.8% |
| YTD | -29.2% | -0.7% | -28.5% | -31.1% |
| 1Y | -13.0% | -4.1% | -9.0% | -16.1% |
| 3Y | +35.9% | +148.9% | -113.0% | +9.3% |
| 5Y | +54.5% | +300.0% | -245.5% | +8.1% |
| 10Y | +93.1% | +994.3% | -901.2% | +7.7% |
| All | +93.1% | +908.7% | -815.6% | +7.7% |
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