+36.1%
IVZ vs UEC
+39.8%
-3.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -2.8% | +0.6% | -3.3% | -2.9% |
| 30D | -2.2% | -18.1% | +16.0% | +0.7% |
| 3M | -8.1% | -36.9% | +28.8% | -2.1% |
| 6M | +3.8% | -56.1% | +59.9% | +15.4% |
| YTD | +11.5% | -38.1% | +49.6% | +16.0% |
| 1Y | +23.7% | -41.7% | +65.4% | +29.3% |
| 3Y | +145.8% | +28.2% | +117.6% | +110.0% |
| 5Y | +36.1% | +31.7% | +4.4% | +9.6% |
| All | +36.1% | +39.8% | -3.7% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling