+17.0%
IEFA vs YUM
+15.9%
+1.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +1.7% |
| 7D | +1.9% | +10.8% | -8.9% | +0.7% |
| 30D | +1.4% | +21.4% | -20.0% | -0.8% |
| 3M | -1.4% | +13.2% | -14.6% | -2.8% |
| 6M | +6.3% | +8.8% | -2.5% | +5.3% |
| YTD | +11.9% | +11.5% | +0.3% | +11.0% |
| 1Y | +17.0% | +13.4% | +3.6% | +15.7% |
| All | +17.0% | +15.9% | +1.0% | +15.7% |
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