+128.7%
IVZ vs UEC
+19.3%
+109.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.9% |
| 7D | -2.4% | -10.2% | +7.8% | -1.2% |
| 30D | -11.2% | -26.9% | +15.7% | -7.9% |
| 3M | -14.0% | -35.7% | +21.7% | -9.7% |
| 6M | +0.5% | -56.1% | +56.6% | +9.2% |
| YTD | +5.4% | -40.8% | +46.2% | +9.8% |
| 1Y | +19.5% | -43.4% | +62.8% | +24.6% |
| 3Y | +128.7% | +25.4% | +103.3% | +112.1% |
| All | +128.7% | +19.3% | +109.4% | +112.1% |
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