-98.0%
IRE vs UEC
-54.1%
-44.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.1% | -12.3% | -11.6% |
| 7D | -31.8% | -3.8% | -28.1% | -28.2% |
| 30D | -71.8% | -13.5% | -58.2% | -61.3% |
| 3M | -88.9% | -40.5% | -48.4% | -75.7% |
| 6M | -95.4% | -56.7% | -38.7% | -84.3% |
| YTD | -94.2% | -43.0% | -51.3% | -84.2% |
| 1Y | -97.1% | -42.5% | -54.6% | -91.6% |
| All | -98.0% | -54.1% | -44.0% | -94.4% |
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 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