+44.7%
IBKR vs YUM
+5.7%
+39.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.5% |
| 7D | -3.3% | -2.0% | -1.2% | -3.6% |
| 30D | +4.5% | -1.1% | +5.6% | +4.3% |
| 3M | +6.5% | +1.8% | +4.7% | +7.1% |
| 6M | +34.2% | -4.7% | +38.9% | +33.7% |
| YTD | +44.5% | +0.6% | +43.9% | +46.2% |
| 1Y | +44.7% | +6.4% | +38.3% | +51.7% |
| All | +44.7% | +5.7% | +39.0% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling