-44.7%
UEC vs IAG
+56.5%
-101.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.2% | -15.1% | -11.0% |
| 7D | -13.8% | +1.1% | -14.9% | -15.0% |
| 30D | -23.1% | -5.3% | -17.8% | -20.9% |
| 3M | -31.5% | +18.0% | -49.6% | -39.3% |
| 6M | -51.5% | +7.1% | -58.6% | -54.0% |
| YTD | -38.4% | +5.9% | -44.4% | -41.0% |
| 1Y | -44.7% | +59.4% | -104.1% | -59.4% |
| All | -44.7% | +56.5% | -101.2% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling