+82.7%
IREN vs UEC
+146.6%
-63.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +26.0% | -6.9% | +33.0% | +30.0% |
| 30D | +14.9% | +7.6% | +7.2% | +10.6% |
| 3M | -27.8% | -18.4% | -9.4% | -21.0% |
| 6M | +1.9% | -23.3% | +25.2% | +12.0% |
| YTD | +18.3% | -1.2% | +19.5% | +18.5% |
| 1Y | +71.0% | +2.3% | +68.7% | +64.9% |
| 3Y | +882.0% | +162.3% | +719.7% | +486.9% |
| All | +82.7% | +146.6% | -63.8% | -5.0% |
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