+1,065.1%
IRM vs UEC
+7.8%
+1,057.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.4% |
| 7D | -5.1% | -5.2% | +0.1% | -4.7% |
| 30D | -3.3% | -22.0% | +18.7% | -1.4% |
| 3M | -8.2% | -37.0% | +28.8% | -4.9% |
| 6M | -12.8% | -52.7% | +39.9% | -8.1% |
| YTD | +36.6% | -38.6% | +75.2% | +39.9% |
| 1Y | +11.9% | -44.6% | +56.5% | +15.3% |
| 3Y | +105.1% | +27.1% | +78.0% | +92.2% |
| 5Y | +182.4% | +37.9% | +144.5% | +153.0% |
| 10Y | +505.1% | +631.6% | -126.5% | +338.6% |
| All | +1,065.1% | +7.8% | +1,057.3% | +633.4% |
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 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