+101.8%
IRM vs UEC
+146.8%
-45.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 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% | -9.4% |
| 6M | +9.2% | -14.5% | +23.6% | +9.5% |
| YTD | +41.0% | -0.7% | +41.7% | +38.3% |
| 1Y | +23.3% | -4.1% | +27.3% | +20.3% |
| All | +101.8% | +146.8% | -45.0% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling