-38.8%
IONS vs UEC
+616.1%
-654.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.5% | +6.7% |
| 7D | -26.3% | -3.8% | -22.5% | -26.2% |
| 30D | -31.9% | -13.5% | -18.4% | -31.0% |
| 3M | -48.0% | -40.5% | -7.5% | -45.0% |
| 6M | -62.6% | -56.7% | -5.9% | -59.4% |
| YTD | -63.3% | -43.0% | -20.3% | -62.0% |
| 1Y | -58.4% | -42.5% | -15.9% | -57.2% |
| 3Y | -38.2% | +11.6% | -49.8% | -45.0% |
| 5Y | -11.1% | +21.8% | -32.9% | -27.4% |
| All | -38.8% | +616.1% | -654.9% | -61.7% |
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