+23.7%
IP vs UEC
+696.7%
-673.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.5% |
| 7D | 0.0% | -5.2% | +5.2% | +0.5% |
| 30D | +9.4% | -22.0% | +31.4% | +11.9% |
| 3M | -14.1% | -37.0% | +22.9% | -10.4% |
| 6M | +9.2% | -52.7% | +61.9% | +16.2% |
| YTD | -7.5% | -38.6% | +31.1% | -5.1% |
| 1Y | -2.8% | -44.6% | +41.8% | +0.3% |
| 3Y | +21.2% | +27.1% | -5.9% | +8.9% |
| 5Y | -11.5% | +37.9% | -49.4% | -26.4% |
| 10Y | +23.7% | +631.6% | -608.0% | -33.2% |
| All | +23.7% | +696.7% | -673.0% | -33.2% |
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