+20.0%
IWM vs UEC
+47.5%
-27.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | 0.0% |
| 7D | -2.0% | -10.2% | +8.2% | -0.6% |
| 30D | -1.5% | -26.9% | +25.5% | +2.9% |
| 3M | -8.0% | -35.7% | +27.7% | -2.6% |
| 6M | -4.1% | -56.1% | +52.0% | +6.1% |
| YTD | +11.9% | -40.8% | +52.7% | +16.9% |
| 1Y | +15.0% | -43.4% | +58.4% | +20.3% |
| 3Y | +64.2% | +25.4% | +38.8% | +42.1% |
| All | +20.0% | +47.5% | -27.5% | -7.0% |
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