+939.6%
UEC vs IAG
+423.2%
+516.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -4.2% |
| 7D | -4.3% | -4.1% | -0.2% | -2.8% |
| 30D | -3.8% | +10.6% | -14.5% | -7.5% |
| 3M | +17.0% | +35.4% | -18.4% | +4.2% |
| 6M | -23.9% | -9.5% | -14.3% | -21.4% |
| YTD | -5.7% | +21.8% | -27.5% | -12.7% |
| 1Y | -12.5% | +84.1% | -96.7% | -29.8% |
| 3Y | +136.5% | +817.4% | -680.9% | +5.1% |
| 5Y | +243.3% | +830.1% | -586.8% | +43.8% |
| All | +939.6% | +423.2% | +516.4% | +379.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling