+2.8%
IOVA vs UEC
+616.1%
-613.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | -3.5% | -3.8% | +0.3% | -2.8% |
| 30D | -45.4% | -13.5% | -31.9% | -43.6% |
| 3M | +19.0% | -40.5% | +59.5% | +30.6% |
| 6M | +112.0% | -56.7% | +168.7% | +144.6% |
| YTD | +184.2% | -43.0% | +227.2% | +205.3% |
| 1Y | +222.0% | -42.5% | +264.5% | +243.2% |
| 3Y | +92.6% | +11.6% | +81.0% | +64.4% |
| 5Y | -63.2% | +21.8% | -84.9% | -72.0% |
| All | +2.8% | +616.1% | -613.3% | -54.5% |
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