+171.7%
IWM vs UEC
+908.7%
-737.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -1.0% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | -3.1% | +1.9% | -5.0% | -3.7% |
| 3M | +2.2% | +8.9% | -6.7% | +0.1% |
| 6M | +15.1% | -14.5% | +29.5% | +15.4% |
| YTD | +18.6% | -0.7% | +19.2% | +15.5% |
| 1Y | +24.0% | -4.1% | +28.0% | +19.7% |
| 3Y | +63.7% | +148.9% | -85.2% | +30.0% |
| 5Y | +38.2% | +300.0% | -261.8% | -5.6% |
| 10Y | +171.7% | +994.3% | -822.6% | +37.9% |
| All | +171.7% | +908.7% | -737.0% | +37.9% |
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