-97.7%
IRE vs UEC
-53.1%
-44.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -5.9% | -7.6% | -5.4% |
| 7D | +11.1% | +4.9% | +6.2% | +5.7% |
| 30D | -75.2% | -17.5% | -57.7% | -63.4% |
| 3M | -86.4% | -40.1% | -46.2% | -70.5% |
| 6M | -94.8% | -56.1% | -38.7% | -82.9% |
| YTD | -93.3% | -41.8% | -51.5% | -82.1% |
| 1Y | -97.5% | -44.8% | -52.7% | -93.0% |
| All | -97.7% | -53.1% | -44.6% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling