-12.5%
UEC vs IAG
+94.1%
-106.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -3.6% |
| 7D | -4.3% | -4.1% | -0.2% | -1.8% |
| 30D | -3.8% | +10.6% | -14.5% | -10.1% |
| 3M | +17.0% | +35.4% | -18.4% | -5.0% |
| 6M | -23.9% | -9.5% | -14.3% | -21.8% |
| YTD | -5.7% | +21.8% | -27.5% | -19.7% |
| 1Y | -12.5% | +84.1% | -96.7% | -43.7% |
| All | -12.5% | +94.1% | -106.6% | -43.7% |
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