+79.7%
IWD vs UEC
+19.3%
+60.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -0.7% |
| 7D | -0.5% | -10.2% | +9.8% | +0.1% |
| 30D | +2.7% | -26.9% | +29.6% | +4.3% |
| 3M | +0.9% | -35.7% | +36.6% | +3.0% |
| 6M | +10.5% | -56.1% | +66.7% | +14.8% |
| YTD | +23.7% | -40.8% | +64.5% | +25.7% |
| 1Y | +28.7% | -43.4% | +72.1% | +30.8% |
| 3Y | +79.7% | +25.4% | +54.3% | +68.8% |
| All | +79.7% | +19.3% | +60.4% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling