+1,111.4%
IRM vs UEC
+78.8%
+1,032.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.9% |
| 7D | +1.6% | +2.6% | -1.0% | +1.4% |
| 30D | -4.2% | +5.6% | -9.8% | -4.8% |
| 3M | -5.4% | -5.7% | +0.3% | -5.5% |
| 6M | +12.0% | -8.0% | +20.1% | +11.7% |
| YTD | +42.0% | +1.8% | +40.2% | +39.8% |
| 1Y | +29.9% | +0.6% | +29.3% | +27.1% |
| 3Y | +104.4% | +155.2% | -50.8% | +80.9% |
| 5Y | +191.0% | +305.8% | -114.8% | +139.5% |
| 10Y | +417.1% | +943.0% | -525.9% | +263.2% |
| All | +1,111.4% | +78.8% | +1,032.6% | +632.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling