+140.3%
IVZ vs UEC
+157.0%
-16.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.6% | -6.9% | +7.6% | +1.5% |
| 30D | +4.0% | +7.6% | -3.6% | +2.9% |
| 3M | +18.2% | -18.4% | +36.6% | +19.9% |
| 6M | +32.8% | -23.3% | +56.1% | +34.6% |
| YTD | +28.7% | -1.2% | +29.9% | +26.4% |
| 1Y | +55.4% | +2.3% | +53.1% | +50.5% |
| All | +140.3% | +157.0% | -16.7% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling