+423.6%
IRM vs UEC
+939.6%
-516.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.5% |
| 7D | -1.8% | -4.3% | +2.4% | -1.4% |
| 30D | -7.8% | -3.8% | -3.9% | -7.6% |
| 3M | -7.9% | +17.0% | -24.8% | -9.9% |
| 6M | +6.3% | -23.9% | +30.2% | +8.0% |
| YTD | +38.2% | -5.7% | +43.8% | +36.2% |
| 1Y | +19.8% | -12.5% | +32.4% | +18.1% |
| 3Y | +98.8% | +136.5% | -37.7% | +69.9% |
| 5Y | +191.8% | +243.3% | -51.5% | +127.9% |
| All | +423.6% | +939.6% | -516.0% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling