+78.5%
IREN vs UEC
+135.5%
-57.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.0% | +1.2% | -1.6% |
| 7D | +4.8% | -4.3% | +9.0% | +6.9% |
| 30D | +9.8% | -3.8% | +13.6% | +11.2% |
| 3M | -15.3% | +17.0% | -32.3% | -20.4% |
| 6M | +14.5% | -23.9% | +38.4% | +26.4% |
| YTD | +15.5% | -5.7% | +21.2% | +18.2% |
| 1Y | +29.8% | -12.5% | +42.3% | +33.5% |
| 3Y | +834.5% | +136.5% | +698.0% | +485.9% |
| All | +78.5% | +135.5% | -57.0% | -5.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling