+409.4%
IWF vs UEC
+939.6%
-530.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.3% |
| 7D | -1.7% | -4.3% | +2.5% | -1.2% |
| 30D | -1.8% | -3.8% | +2.0% | -1.6% |
| 3M | +1.5% | +17.0% | -15.5% | -0.9% |
| 6M | +7.7% | -23.9% | +31.6% | +9.5% |
| YTD | +2.7% | -5.7% | +8.4% | +0.9% |
| 1Y | +6.8% | -12.5% | +19.3% | +4.7% |
| 3Y | +76.9% | +136.5% | -59.6% | +47.1% |
| 5Y | +73.4% | +243.3% | -169.9% | +29.8% |
| All | +409.4% | +939.6% | -530.2% | +191.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling