+851.9%
IAU vs YUM
+1,226.7%
-374.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -3.4% | -5.2% | +1.8% | -3.3% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +5.8% | -4.3% | +10.1% | +5.9% |
| 6M | -16.9% | -8.7% | -8.2% | -16.9% |
| YTD | +0.1% | -3.5% | +3.6% | +0.2% |
| 1Y | +18.4% | +0.5% | +17.9% | +18.4% |
| 3Y | +123.6% | +20.5% | +103.1% | +123.1% |
| 5Y | +138.7% | +21.8% | +116.9% | +138.1% |
| 10Y | +217.2% | +176.5% | +40.7% | +216.8% |
| All | +851.9% | +1,226.7% | -374.8% | +841.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling