+1,428.5%
IBKR vs YUM
+756.6%
+671.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.2% |
| 7D | -1.3% | -6.1% | +4.7% | +1.6% |
| 30D | -0.2% | -5.8% | +5.6% | +2.5% |
| 3M | +3.0% | -7.6% | +10.6% | +6.1% |
| 6M | +33.9% | -9.1% | +43.0% | +38.5% |
| YTD | +42.5% | -5.5% | +48.0% | +44.0% |
| 1Y | +44.9% | -3.7% | +48.6% | +43.8% |
| 3Y | +293.0% | +17.8% | +275.2% | +242.9% |
| 5Y | +497.7% | +19.3% | +478.4% | +415.1% |
| 10Y | +1,004.4% | +170.7% | +833.7% | +492.3% |
| All | +1,428.5% | +756.6% | +671.9% | +227.1% |
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