+220.6%
IONS vs UEC
+14.6%
+206.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +10.1% | -31.5% | -22.5% |
| 7D | -24.8% | +1.5% | -26.3% | -25.3% |
| 30D | -31.5% | -17.1% | -14.5% | -30.4% |
| 3M | -45.2% | -32.3% | -12.9% | -43.1% |
| 6M | -59.1% | -49.7% | -9.3% | -56.6% |
| YTD | -60.8% | -34.8% | -26.1% | -60.1% |
| 1Y | -57.9% | -37.5% | -20.3% | -57.1% |
| 3Y | -34.5% | +37.1% | -71.5% | -42.0% |
| 5Y | -8.8% | +44.3% | -53.1% | -24.2% |
| 10Y | -19.2% | +737.4% | -756.6% | -51.8% |
| All | +220.6% | +14.6% | +206.0% | +72.1% |
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