+139.6%
IVZ vs UEC
-2.6%
+142.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.9% | +1.9% | -6.6% |
| 7D | -6.7% | -20.5% | +13.8% | -3.6% |
| 30D | -10.9% | -35.9% | +25.0% | -5.3% |
| 3M | -14.8% | -39.6% | +24.7% | -9.2% |
| 6M | +2.4% | -55.3% | +57.7% | +12.7% |
| YTD | +5.4% | -44.5% | +49.9% | +11.3% |
| 1Y | +19.6% | -50.4% | +70.0% | +27.6% |
| 3Y | +122.4% | +12.1% | +110.3% | +100.0% |
| 5Y | +28.8% | +41.5% | -12.7% | +4.7% |
| 10Y | +52.3% | +644.8% | -592.5% | -15.1% |
| All | +139.6% | -2.6% | +142.1% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling