+630.5%
IVV vs UEC
+4.1%
+626.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -0.2% |
| 7D | -2.7% | -10.2% | +7.5% | -1.9% |
| 30D | -5.4% | -26.9% | +21.6% | -3.0% |
| 3M | -4.1% | -35.7% | +31.6% | -0.8% |
| 6M | +0.7% | -56.1% | +56.9% | +6.8% |
| YTD | +8.7% | -40.8% | +49.5% | +11.4% |
| 1Y | +11.0% | -43.4% | +54.3% | +13.8% |
| 3Y | +75.4% | +25.4% | +50.1% | +62.5% |
| 5Y | +68.3% | +51.1% | +17.2% | +47.0% |
| 10Y | +315.5% | +695.4% | -379.9% | +187.7% |
| All | +630.5% | +4.1% | +626.4% | +350.3% |
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