+201.0%
IWD vs UEC
+631.2%
-430.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.2% |
| 7D | +1.7% | +4.9% | -3.3% | +1.1% |
| 30D | +3.2% | -17.5% | +20.7% | +4.8% |
| 3M | +2.3% | -40.1% | +42.4% | +6.7% |
| 6M | +12.9% | -56.1% | +69.1% | +20.5% |
| YTD | +26.2% | -41.8% | +68.0% | +29.6% |
| 1Y | +28.3% | -44.8% | +73.1% | +31.9% |
| 3Y | +84.4% | +20.6% | +63.8% | +67.1% |
| 5Y | +73.0% | +24.3% | +48.7% | +47.3% |
| All | +201.0% | +631.2% | -430.1% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling