+1,119.6%
IRM vs UEC
+73.5%
+1,046.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -0.5% | -6.9% | +6.5% | +0.1% |
| 30D | -8.1% | +7.6% | -15.7% | -8.8% |
| 3M | -9.7% | -18.4% | +8.7% | -8.7% |
| 6M | +10.0% | -23.3% | +33.3% | +11.2% |
| YTD | +43.0% | -1.2% | +44.2% | +41.1% |
| 1Y | +32.7% | +2.3% | +30.4% | +29.7% |
| 3Y | +102.7% | +162.3% | -59.6% | +79.1% |
| 5Y | +187.6% | +287.2% | -99.7% | +137.5% |
| 10Y | +420.1% | +1,009.6% | -589.5% | +264.1% |
| All | +1,119.6% | +73.5% | +1,046.0% | +639.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling