-97.1%
IRE vs UEC
-52.3%
-44.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +6.8% | +32.8% | +30.3% |
| 7D | -27.2% | -10.2% | -16.9% | -8.8% |
| 30D | -75.1% | -26.9% | -48.2% | -57.4% |
| 3M | -77.9% | -35.7% | -42.2% | -56.1% |
| 6M | -94.6% | -56.1% | -38.5% | -82.8% |
| YTD | -91.5% | -40.8% | -50.8% | -77.9% |
| 1Y | -97.8% | -43.4% | -54.5% | -94.1% |
| All | -97.1% | -52.3% | -44.8% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling