+26.5%
IP vs UEC
+704.7%
-678.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -5.9% | +0.2% |
| 7D | -5.1% | -10.2% | +5.2% | -4.1% |
| 30D | +8.5% | -26.9% | +35.4% | +11.8% |
| 3M | -13.8% | -35.7% | +21.9% | -10.3% |
| 6M | +5.7% | -56.1% | +61.9% | +13.4% |
| YTD | -9.1% | -40.8% | +31.6% | -6.4% |
| 1Y | -0.8% | -43.4% | +42.6% | +2.2% |
| 3Y | +14.8% | +25.4% | -10.6% | +3.2% |
| 5Y | -11.5% | +51.1% | -62.6% | -27.4% |
| All | +26.5% | +704.7% | -678.1% | -32.3% |
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 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