+373.1%
IWD vs UEC
+4.1%
+369.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -0.9% |
| 7D | -0.5% | -10.2% | +9.8% | +0.4% |
| 30D | +2.7% | -26.9% | +29.6% | +5.1% |
| 3M | +0.9% | -35.7% | +36.6% | +4.1% |
| 6M | +10.5% | -56.1% | +66.7% | +16.9% |
| YTD | +23.7% | -40.8% | +64.5% | +26.5% |
| 1Y | +28.7% | -43.4% | +72.1% | +31.7% |
| 3Y | +79.7% | +25.4% | +54.3% | +65.9% |
| 5Y | +69.7% | +51.1% | +18.6% | +47.2% |
| 10Y | +211.4% | +695.4% | -484.0% | +112.0% |
| All | +373.1% | +4.1% | +369.1% | +185.3% |
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