+23.3%
IRM vs UEC
-1.0%
+24.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | -5.2% | +1.9% | -7.1% | -5.6% |
| 3M | -8.0% | +8.9% | -17.0% | -9.6% |
| 6M | +9.2% | -14.5% | +23.6% | +9.5% |
| YTD | +41.0% | -0.7% | +41.7% | +37.2% |
| 1Y | +23.3% | -4.1% | +27.3% | +18.4% |
| All | +23.3% | -1.0% | +24.3% | +18.4% |
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