+50.5%
IVZ vs UEC
+765.9%
-715.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.1% | -3.4% | +5.1% |
| 7D | +4.1% | +1.5% | +2.6% | +3.8% |
| 30D | -2.0% | -17.1% | +15.1% | +0.9% |
| 3M | -7.8% | -32.3% | +24.5% | -2.4% |
| 6M | +6.3% | -49.7% | +56.0% | +16.8% |
| YTD | +12.6% | -34.8% | +47.3% | +16.6% |
| 1Y | +27.6% | -37.5% | +65.2% | +32.4% |
| 3Y | +154.0% | +37.1% | +117.0% | +113.8% |
| 5Y | +37.3% | +44.3% | -7.0% | +4.7% |
| 10Y | +50.5% | +737.4% | -686.8% | -34.3% |
| All | +50.5% | +765.9% | -715.4% | -34.3% |
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 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