+144.6%
IEFA vs YUM
+171.3%
-26.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.8% |
| 7D | -1.6% | -6.1% | +4.5% | +0.8% |
| 30D | -1.5% | -5.8% | +4.3% | +0.6% |
| 3M | +3.4% | -7.6% | +11.0% | +6.1% |
| 6M | +9.5% | -9.1% | +18.6% | +12.8% |
| YTD | +13.0% | -5.5% | +18.6% | +14.4% |
| 1Y | +18.0% | -3.7% | +21.7% | +18.1% |
| 3Y | +65.4% | +17.8% | +47.6% | +50.1% |
| 5Y | +51.6% | +19.3% | +32.3% | +35.5% |
| All | +144.6% | +171.3% | -26.7% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling