-97.2%
IRE vs UEC
-47.4%
-49.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.1% | -12.6% | -16.1% |
| 7D | -15.5% | +1.5% | -17.0% | -12.4% |
| 30D | -70.4% | -17.1% | -53.3% | -58.2% |
| 3M | -81.6% | -32.3% | -49.3% | -66.9% |
| 6M | -94.7% | -49.7% | -45.0% | -86.2% |
| YTD | -91.8% | -34.8% | -57.0% | -81.5% |
| 1Y | -97.6% | -37.5% | -60.0% | -94.3% |
| All | -97.2% | -47.4% | -49.7% | -93.4% |
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