+46.2%
IOVA vs UEC
+156.3%
-110.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.1% | -1.4% |
| 7D | +5.1% | +2.6% | +2.5% | +4.7% |
| 30D | +37.2% | +5.6% | +31.6% | +35.8% |
| 3M | +117.5% | -5.7% | +123.2% | +117.1% |
| 6M | +69.6% | -8.0% | +77.6% | +69.2% |
| YTD | +218.7% | +1.8% | +216.9% | +214.0% |
| 1Y | +265.5% | +0.6% | +265.0% | +254.5% |
| 3Y | +46.2% | +155.2% | -108.9% | +23.7% |
| All | +46.2% | +156.3% | -110.0% | +23.7% |
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 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