+75.0%
IWD vs UEC
+267.5%
-192.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -0.3% | -6.9% | +6.7% | +0.3% |
| 30D | +0.6% | +7.6% | -7.1% | -0.2% |
| 3M | +7.2% | -18.4% | +25.6% | +8.3% |
| 6M | +16.2% | -23.3% | +39.5% | +17.2% |
| YTD | +23.3% | -1.2% | +24.5% | +21.3% |
| 1Y | +29.6% | +2.3% | +27.3% | +25.9% |
| 3Y | +70.5% | +162.3% | -91.8% | +46.0% |
| All | +75.0% | +267.5% | -192.5% | +41.5% |
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