+58.1%
UEC vs IFF
+173.4%
-115.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | -4.3% | -2.8% | -1.5% | -2.7% |
| 30D | -3.8% | -1.1% | -2.7% | -3.2% |
| 3M | +17.0% | +13.8% | +3.2% | +8.0% |
| 6M | -23.9% | +16.7% | -40.6% | -31.4% |
| YTD | -5.7% | +26.1% | -31.8% | -19.2% |
| 1Y | -12.5% | +33.5% | -46.0% | -28.7% |
| 3Y | +136.5% | +31.6% | +104.9% | +83.0% |
| 5Y | +243.3% | -34.9% | +278.2% | +295.4% |
| 10Y | +939.6% | -20.3% | +959.9% | +882.3% |
| All | +58.1% | +173.4% | -115.2% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling