+32.7%
IRM vs UEC
-1.0%
+33.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -0.5% | -6.9% | +6.5% | +0.4% |
| 30D | -8.1% | +7.6% | -15.7% | -9.1% |
| 3M | -9.7% | -18.4% | +8.7% | -8.1% |
| 6M | +10.0% | -23.3% | +33.3% | +11.5% |
| YTD | +43.0% | -1.2% | +44.2% | +39.2% |
| 1Y | +32.7% | +2.3% | +30.4% | +25.2% |
| All | +32.7% | -1.0% | +33.7% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling