+135.0%
IYR vs UEC
+73.5%
+61.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.2% | -6.9% | +5.7% | -0.7% |
| 30D | -2.9% | +7.6% | -10.5% | -3.6% |
| 3M | +0.8% | -18.4% | +19.2% | +1.7% |
| 6M | +1.9% | -23.3% | +25.1% | +2.6% |
| YTD | +9.6% | -1.2% | +10.8% | +7.8% |
| 1Y | +8.1% | +2.3% | +5.8% | +5.1% |
| 3Y | +29.2% | +162.3% | -133.1% | +12.8% |
| 5Y | +4.3% | +287.2% | -283.0% | -15.6% |
| 10Y | +64.7% | +1,009.6% | -944.9% | +11.0% |
| All | +135.0% | +73.5% | +61.5% | +28.2% |
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