+300.0%
UEC vs IAG
+804.8%
-504.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.6% | -3.4% |
| 7D | -0.2% | +1.7% | -1.9% | -1.1% |
| 30D | +1.9% | +11.4% | -9.5% | -3.1% |
| 3M | +8.9% | +33.0% | -24.1% | -4.7% |
| 6M | -14.5% | -6.0% | -8.5% | -13.0% |
| YTD | -0.7% | +24.6% | -25.2% | -11.0% |
| 1Y | -4.1% | +105.0% | -109.0% | -30.2% |
| 3Y | +148.9% | +837.9% | -689.0% | -9.7% |
| 5Y | +300.0% | +817.0% | -517.0% | +37.1% |
| All | +300.0% | +804.8% | -504.8% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling