+86.1%
IOVA vs UEC
+19.3%
+66.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.8% | -2.9% | +2.8% |
| 7D | -5.2% | -10.2% | +5.1% | -3.6% |
| 30D | -37.8% | -26.9% | -10.8% | -34.8% |
| 3M | +29.5% | -35.7% | +65.2% | +37.1% |
| 6M | +96.6% | -56.1% | +152.7% | +117.4% |
| YTD | +194.5% | -40.8% | +235.3% | +212.4% |
| 1Y | +248.1% | -43.4% | +291.4% | +269.1% |
| 3Y | +86.1% | +25.4% | +60.7% | +42.3% |
| All | +86.1% | +19.3% | +66.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling