+306.5%
IVV vs UEC
+704.7%
-398.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -0.4% |
| 7D | -2.7% | -10.2% | +7.5% | -1.6% |
| 30D | -5.4% | -26.9% | +21.6% | -2.4% |
| 3M | -4.1% | -35.7% | +31.6% | -0.1% |
| 6M | +0.7% | -56.1% | +56.9% | +8.3% |
| YTD | +8.7% | -40.8% | +49.5% | +12.0% |
| 1Y | +11.0% | -43.4% | +54.3% | +14.4% |
| 3Y | +75.4% | +25.4% | +50.1% | +58.1% |
| 5Y | +68.3% | +51.1% | +17.2% | +39.9% |
| All | +306.5% | +704.7% | -398.1% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling