+312.0%
IVV vs UEC
+631.2%
-319.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +0.3% |
| 7D | +3.3% | +4.9% | -1.6% | +2.7% |
| 30D | -2.7% | -17.5% | +14.8% | -0.9% |
| 3M | -1.7% | -40.1% | +38.4% | +3.1% |
| 6M | +3.2% | -56.1% | +59.3% | +10.9% |
| YTD | +12.0% | -41.8% | +53.8% | +15.5% |
| 1Y | +12.1% | -44.8% | +56.9% | +15.8% |
| 3Y | +78.6% | +20.6% | +58.1% | +61.6% |
| 5Y | +73.8% | +24.3% | +49.5% | +47.5% |
| All | +312.0% | +631.2% | -319.2% | +148.1% |
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