+627.3%
ITOT vs UEC
+65.7%
+561.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.2% |
| 7D | -2.0% | -4.3% | +2.2% | -1.7% |
| 30D | -2.0% | -3.8% | +1.9% | -1.8% |
| 3M | +4.5% | +17.0% | -12.4% | +2.7% |
| 6M | +12.6% | -23.9% | +36.5% | +14.0% |
| YTD | +12.0% | -5.7% | +17.6% | +10.6% |
| 1Y | +17.3% | -12.5% | +29.8% | +15.6% |
| 3Y | +75.2% | +136.5% | -61.2% | +53.3% |
| 5Y | +74.0% | +243.3% | -169.3% | +40.9% |
| 10Y | +298.6% | +939.6% | -641.0% | +166.7% |
| All | +627.3% | +65.7% | +561.5% | +325.8% |
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 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