+65.6%
UEC vs IAG
+174.9%
-109.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | -6.9% | -0.5% | -6.4% | -6.8% |
| 30D | +7.6% | +28.9% | -21.2% | -0.6% |
| 3M | -18.4% | +19.1% | -37.5% | -22.5% |
| 6M | -23.3% | -10.3% | -13.0% | -20.7% |
| YTD | -1.2% | +24.2% | -25.4% | -7.5% |
| 1Y | +2.3% | +116.5% | -114.2% | -18.5% |
| 3Y | +162.3% | +742.8% | -580.5% | +35.7% |
| 5Y | +287.2% | +753.3% | -466.1% | +91.2% |
| 10Y | +1,009.6% | +403.2% | +606.4% | +450.5% |
| All | +65.6% | +174.9% | -109.4% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling