+376.2%
IWM vs UEC
+73.5%
+302.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | -6.9% | +7.0% | +0.9% |
| 30D | -1.3% | +7.6% | -8.9% | -2.3% |
| 3M | +1.6% | -18.4% | +20.0% | +3.2% |
| 6M | +13.6% | -23.3% | +36.8% | +15.3% |
| YTD | +20.8% | -1.2% | +22.0% | +18.4% |
| 1Y | +26.4% | +2.3% | +24.1% | +22.2% |
| 3Y | +60.7% | +162.3% | -101.6% | +34.1% |
| 5Y | +38.2% | +287.2% | -249.1% | +4.5% |
| 10Y | +169.5% | +1,009.6% | -840.1% | +62.9% |
| All | +376.2% | +73.5% | +302.7% | +146.1% |
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