-20.3%
IREN vs UEC
+45.3%
-65.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.9% | -0.6% | -3.7% |
| 7D | +8.0% | +4.9% | +3.1% | +5.8% |
| 30D | -44.0% | -17.5% | -26.5% | -37.8% |
| 3M | -55.4% | -40.1% | -15.3% | -43.2% |
| 6M | -65.6% | -56.1% | -9.4% | -49.8% |
| YTD | -48.4% | -41.8% | -6.6% | -33.4% |
| 1Y | -65.0% | -44.8% | -20.2% | -53.7% |
| 3Y | +558.1% | +20.6% | +537.5% | +466.6% |
| All | -20.3% | +45.3% | -65.6% | -46.6% |
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 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