+2,244.9%
ICE vs YUM
+1,159.8%
+1,085.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.6% |
| 7D | -0.9% | -3.6% | +2.7% | +1.3% |
| 30D | +4.0% | +0.4% | +3.6% | +3.5% |
| 3M | +11.0% | -3.8% | +14.7% | +13.0% |
| 6M | -5.0% | -8.3% | +3.3% | -0.8% |
| YTD | -2.7% | -2.6% | -0.1% | -2.4% |
| 1Y | -8.6% | +1.5% | -10.1% | -11.1% |
| 3Y | +41.4% | +21.6% | +19.8% | +20.6% |
| 5Y | +39.9% | +23.5% | +16.4% | +16.5% |
| 10Y | +214.9% | +178.9% | +35.9% | +43.9% |
| All | +2,244.9% | +1,159.8% | +1,085.1% | +187.7% |
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