+155.4%
IVZ vs UEC
+7.8%
+147.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.7% |
| 7D | +2.2% | -5.2% | +7.3% | +2.9% |
| 30D | -2.2% | -22.0% | +19.8% | +1.1% |
| 3M | -8.4% | -37.0% | +28.6% | -2.9% |
| 6M | +6.2% | -52.7% | +58.9% | +15.9% |
| YTD | +12.4% | -38.6% | +51.0% | +16.9% |
| 1Y | +26.0% | -44.6% | +70.6% | +32.4% |
| 3Y | +147.9% | +27.1% | +120.7% | +118.9% |
| 5Y | +38.8% | +37.9% | +0.9% | +13.3% |
| 10Y | +44.6% | +631.6% | -587.1% | -19.5% |
| All | +155.4% | +7.8% | +147.6% | +18.1% |
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 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