Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • IRM vs UEC✓SelectedUSD · UECIRM vs UEC performance historyLatest closeAs of-0.67%09/08
Stock and ETF performance explorer

IRM vs UEC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+191.0%
UEC return
+278.7%
Excess return
-87.7%
Maximum drawdown
-39.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioUECExcessAlpha
1D-0.7%+3.0%-3.7%-1.0%
7D+1.6%+2.6%-1.0%+1.3%
30D-4.2%+5.6%-9.8%-5.0%
3M-5.4%-5.7%+0.3%-5.5%
6M+12.0%-8.0%+20.1%+11.4%
YTD+42.0%+1.8%+40.2%+38.5%
1Y+29.9%+0.6%+29.3%+25.6%
3Y+104.4%+155.2%-50.8%+68.8%
5Y+191.0%+305.8%-114.8%+120.8%
All+191.0%+278.7%-87.7%+120.8%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling