-92.0%
IOVA vs UEC
+198.2%
-290.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +9.7% | -6.9% | +16.7% | +11.0% |
| 30D | +102.5% | +7.6% | +94.9% | +99.3% |
| 3M | +100.7% | -18.4% | +119.1% | +105.0% |
| 6M | +106.3% | -23.3% | +129.6% | +110.7% |
| YTD | +222.0% | -1.2% | +223.2% | +213.7% |
| 1Y | +299.5% | +2.3% | +297.2% | +279.9% |
| 3Y | +42.9% | +162.3% | -119.3% | +9.7% |
| 5Y | -65.0% | +287.2% | -352.2% | -76.3% |
| 10Y | +10.3% | +1,009.6% | -999.3% | -43.9% |
| All | -92.0% | +198.2% | -290.2% | -95.9% |
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