+126.7%
IEF vs YUM
+1,904.7%
-1,777.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.3% |
| 7D | -1.3% | -6.1% | +4.7% | -1.6% |
| 30D | -1.7% | -5.8% | +4.1% | -2.0% |
| 3M | -2.5% | -7.6% | +5.1% | -2.8% |
| 6M | -3.3% | -9.1% | +5.9% | -3.6% |
| YTD | -2.8% | -5.5% | +2.7% | -3.0% |
| 1Y | -2.7% | -3.7% | +1.0% | -2.8% |
| 3Y | +8.9% | +17.8% | -8.9% | +10.1% |
| 5Y | -9.4% | +19.3% | -28.7% | -8.3% |
| 10Y | +3.7% | +170.7% | -167.0% | +11.0% |
| All | +126.7% | +1,904.7% | -1,777.9% | +174.4% |
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