+64.7%
IVZ vs UEC
+903.5%
-838.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.6% | -6.9% | +7.6% | +1.8% |
| 30D | +4.0% | +7.6% | -3.6% | +2.4% |
| 3M | +18.2% | -18.4% | +36.6% | +20.8% |
| 6M | +32.8% | -23.3% | +56.1% | +35.7% |
| YTD | +28.7% | -1.2% | +29.9% | +25.0% |
| 1Y | +55.4% | +2.3% | +53.1% | +47.5% |
| 3Y | +135.2% | +162.3% | -27.1% | +76.9% |
| 5Y | +64.2% | +287.2% | -223.1% | +4.5% |
| All | +64.7% | +903.5% | -838.8% | -32.0% |
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