+382.7%
IWD vs UEC
+7.8%
+374.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +0.5% |
| 7D | +1.6% | -5.2% | +6.7% | +1.9% |
| 30D | +3.6% | -22.0% | +25.6% | +5.5% |
| 3M | +2.0% | -37.0% | +39.0% | +5.5% |
| 6M | +13.1% | -52.7% | +65.8% | +18.8% |
| YTD | +26.2% | -38.6% | +64.8% | +28.7% |
| 1Y | +29.6% | -44.6% | +74.2% | +32.8% |
| 3Y | +84.3% | +27.1% | +57.2% | +69.9% |
| 5Y | +73.4% | +37.9% | +35.5% | +51.6% |
| 10Y | +202.4% | +631.6% | -429.2% | +107.0% |
| All | +382.7% | +7.8% | +374.8% | +190.1% |
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