+352.6%
IWM vs UEC
+7.8%
+344.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +2.1% |
| 7D | +0.3% | -5.2% | +5.4% | +0.8% |
| 30D | +0.6% | -22.0% | +22.6% | +3.3% |
| 3M | -6.2% | -37.0% | +30.8% | -1.7% |
| 6M | -0.8% | -52.7% | +51.9% | +6.6% |
| YTD | +14.8% | -38.6% | +53.4% | +18.5% |
| 1Y | +16.1% | -44.6% | +60.7% | +20.9% |
| 3Y | +71.5% | +27.1% | +44.4% | +55.5% |
| 5Y | +25.8% | +37.9% | -12.1% | +7.0% |
| 10Y | +155.4% | +631.6% | -476.2% | +61.9% |
| All | +352.6% | +7.8% | +344.8% | +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