+623.9%
UEC vs IAG
+389.3%
+234.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.5% |
| 7D | -3.8% | -7.7% | +3.9% | -0.6% |
| 30D | -13.5% | +1.6% | -15.1% | -14.2% |
| 3M | -40.5% | -2.4% | -38.1% | -40.0% |
| 6M | -56.7% | -7.8% | -48.8% | -55.3% |
| YTD | -43.0% | +5.0% | -48.0% | -44.3% |
| 1Y | -42.5% | +25.7% | -68.2% | -47.4% |
| 3Y | +11.6% | +694.5% | -682.9% | -48.2% |
| 5Y | +21.8% | +421.7% | -399.9% | -40.2% |
| All | +623.9% | +389.3% | +234.6% | +254.4% |
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 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