+885.8%
UEC vs IFF
-20.3%
+906.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.9% |
| 7D | -9.4% | -3.2% | -6.3% | -8.0% |
| 30D | -8.0% | -0.3% | -7.7% | -7.8% |
| 3M | -1.7% | +8.4% | -10.1% | -6.1% |
| 6M | -26.1% | +23.0% | -49.2% | -34.1% |
| YTD | -10.5% | +25.5% | -36.0% | -21.4% |
| 1Y | -13.3% | +29.1% | -42.3% | -25.8% |
| 3Y | +116.4% | +31.7% | +84.7% | +72.5% |
| 5Y | +225.5% | -35.2% | +260.8% | +283.9% |
| All | +885.8% | -20.3% | +906.1% | +857.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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