+15.9%
IP vs UEC
+631.2%
-615.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.9% | -1.5% |
| 7D | -0.9% | +4.9% | -5.8% | -1.4% |
| 30D | +6.7% | -17.5% | +24.2% | +8.6% |
| 3M | -16.6% | -40.1% | +23.6% | -12.6% |
| 6M | +6.0% | -56.1% | +62.1% | +13.7% |
| YTD | -10.7% | -41.8% | +31.1% | -7.9% |
| 1Y | -6.7% | -44.8% | +38.1% | -3.6% |
| 3Y | +17.1% | +20.6% | -3.4% | +5.8% |
| 5Y | -14.6% | +24.3% | -38.9% | -28.1% |
| All | +15.9% | +631.2% | -615.2% | -37.4% |
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