+517.3%
IRM vs UEC
+616.1%
-98.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.5% |
| 7D | +6.8% | -3.8% | +10.5% | +7.2% |
| 30D | +2.6% | -13.5% | +16.1% | +4.1% |
| 3M | -9.5% | -40.5% | +31.0% | -4.7% |
| 6M | -8.5% | -56.7% | +48.2% | -1.2% |
| YTD | +40.3% | -43.0% | +83.3% | +45.7% |
| 1Y | +28.7% | -42.5% | +71.2% | +33.2% |
| 3Y | +111.8% | +11.6% | +100.3% | +96.3% |
| 5Y | +189.1% | +21.8% | +167.3% | +151.2% |
| All | +517.3% | +616.1% | -98.9% | +293.3% |
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