+44.1%
IR vs UEC
+47.5%
-3.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | +0.5% |
| 7D | +3.7% | -10.2% | +13.9% | +5.1% |
| 30D | +7.4% | -26.9% | +34.4% | +11.8% |
| 3M | -5.9% | -35.7% | +29.8% | -0.9% |
| 6M | +5.6% | -56.1% | +61.7% | +15.9% |
| YTD | +4.8% | -40.8% | +45.6% | +9.1% |
| 1Y | +6.9% | -43.4% | +50.3% | +11.4% |
| 3Y | +27.6% | +25.4% | +2.2% | +10.7% |
| All | +44.1% | +47.5% | -3.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling