+6.5%
IEMG vs YUM
+9.8%
-3.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -7.4% | +7.5% | -14.9% | -7.1% |
| 30D | -14.9% | +18.8% | -33.6% | -14.3% |
| 3M | -11.6% | +9.6% | -21.1% | -11.1% |
| 6M | -11.1% | +9.0% | -20.1% | -10.5% |
| YTD | +6.0% | +11.4% | -5.4% | +8.1% |
| 1Y | +6.5% | +13.3% | -6.8% | +8.8% |
| All | +6.5% | +9.8% | -3.2% | +8.8% |
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