+41.7%
ICE vs YUM
+19.0%
+22.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.9% |
| 7D | -2.4% | -6.1% | +3.7% | +0.1% |
| 30D | +4.0% | -5.8% | +9.8% | +6.5% |
| 3M | +13.7% | -7.6% | +21.3% | +17.1% |
| 6M | +0.9% | -9.1% | +10.1% | +4.5% |
| YTD | -2.1% | -5.5% | +3.4% | -0.7% |
| 1Y | -9.5% | -3.7% | -5.8% | -9.2% |
| 3Y | +42.1% | +17.8% | +24.3% | +27.2% |
| All | +41.7% | +19.0% | +22.7% | +26.0% |
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