+663.2%
IVV vs UEC
+73.5%
+589.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +0.1% | -6.9% | +7.1% | +0.7% |
| 30D | +0.1% | +7.6% | -7.6% | -0.7% |
| 3M | +2.0% | -18.4% | +20.4% | +3.1% |
| 6M | +13.0% | -23.3% | +36.3% | +14.2% |
| YTD | +13.6% | -1.2% | +14.8% | +11.8% |
| 1Y | +20.1% | +2.3% | +17.8% | +16.8% |
| 3Y | +77.6% | +162.3% | -84.7% | +54.6% |
| 5Y | +82.5% | +287.2% | -204.8% | +47.0% |
| 10Y | +316.5% | +1,009.6% | -693.1% | +179.9% |
| All | +663.2% | +73.5% | +589.6% | +351.7% |
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