+27.4%
IVZ vs UEC
+47.5%
-20.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -1.0% |
| 7D | -2.4% | -10.2% | +7.8% | -0.9% |
| 30D | -11.2% | -26.9% | +15.7% | -7.1% |
| 3M | -14.0% | -35.7% | +21.7% | -8.7% |
| 6M | +0.5% | -56.1% | +56.6% | +11.7% |
| YTD | +5.4% | -40.8% | +46.2% | +10.5% |
| 1Y | +19.5% | -43.4% | +62.8% | +25.4% |
| 3Y | +128.7% | +25.4% | +103.3% | +96.0% |
| All | +27.4% | +47.5% | -20.2% | +0.8% |
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