+322.1%
IVV vs UEC
+908.7%
-586.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -1.4% | +1.9% | -3.3% | -1.8% |
| 3M | +3.7% | +8.9% | -5.2% | +2.2% |
| 6M | +13.0% | -14.5% | +27.5% | +13.2% |
| YTD | +12.4% | -0.7% | +13.1% | +10.0% |
| 1Y | +18.6% | -4.1% | +22.7% | +15.2% |
| 3Y | +78.1% | +148.9% | -70.8% | +49.2% |
| 5Y | +82.3% | +300.0% | -217.7% | +36.1% |
| 10Y | +322.1% | +994.3% | -672.2% | +140.8% |
| All | +322.1% | +908.7% | -586.6% | +140.8% |
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 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