+69.3%
IWD vs UEC
+47.5%
+21.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -0.9% |
| 7D | -0.5% | -10.2% | +9.8% | +0.3% |
| 30D | +2.7% | -26.9% | +29.6% | +5.1% |
| 3M | +0.9% | -35.7% | +36.6% | +4.0% |
| 6M | +10.5% | -56.1% | +66.7% | +16.8% |
| YTD | +23.7% | -40.8% | +64.5% | +26.3% |
| 1Y | +28.7% | -43.4% | +72.1% | +31.5% |
| 3Y | +79.7% | +25.4% | +54.3% | +62.9% |
| All | +69.3% | +47.5% | +21.8% | +45.2% |
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