+116.4%
UEC vs IFF
+29.0%
+87.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -5.1% |
| 7D | -9.4% | -3.2% | -6.3% | -8.8% |
| 30D | -8.0% | -0.3% | -7.7% | -7.9% |
| 3M | -1.7% | +8.4% | -10.1% | -3.5% |
| 6M | -26.1% | +23.0% | -49.2% | -29.3% |
| YTD | -10.5% | +25.5% | -36.0% | -14.3% |
| 1Y | -13.3% | +29.1% | -42.3% | -17.4% |
| 3Y | +116.4% | +31.7% | +84.7% | +108.9% |
| All | +116.4% | +29.0% | +87.4% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling