+340.0%
IR vs UEC
+381.2%
-41.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.4% |
| 7D | +1.5% | -5.2% | +6.7% | +2.2% |
| 30D | +9.0% | -22.0% | +31.0% | +12.4% |
| 3M | -0.9% | -37.0% | +36.1% | +4.8% |
| 6M | +13.4% | -52.7% | +66.1% | +23.2% |
| YTD | +8.5% | -38.6% | +47.1% | +12.4% |
| 1Y | +11.3% | -44.6% | +55.8% | +16.3% |
| 3Y | +26.0% | +27.1% | -1.1% | +10.7% |
| 5Y | +47.9% | +37.9% | +10.0% | +19.6% |
| All | +340.0% | +381.2% | -41.2% | +141.1% |
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