+139.3%
IAU vs YUM
+19.0%
+120.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -2.0% | -6.1% | +4.0% | -1.6% |
| 30D | -1.5% | -5.8% | +4.3% | -1.2% |
| 3M | +3.3% | -7.6% | +10.9% | +3.8% |
| 6M | -16.2% | -9.1% | -7.1% | -15.7% |
| YTD | +0.7% | -5.5% | +6.2% | +1.0% |
| 1Y | +19.2% | -3.7% | +22.9% | +19.4% |
| 3Y | +124.4% | +17.8% | +106.6% | +121.2% |
| All | +139.3% | +19.0% | +120.4% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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