-55.4%
IREN vs UEC
-42.4%
-13.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.9% | -0.6% | -1.7% |
| 7D | +8.0% | +4.9% | +3.1% | +3.8% |
| 30D | -44.0% | -17.5% | -26.5% | -35.5% |
| 3M | -55.4% | -40.1% | -15.3% | -41.5% |
| All | -55.4% | -42.4% | -13.0% | -41.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling