+1,054.0%
IJH vs YUM
+3,687.1%
-2,633.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.7% |
| 7D | -1.9% | -6.1% | +4.2% | +0.7% |
| 30D | -4.6% | -5.8% | +1.2% | -2.4% |
| 3M | -1.2% | -7.6% | +6.5% | +1.5% |
| 6M | +9.4% | -9.1% | +18.6% | +12.8% |
| YTD | +13.3% | -5.5% | +18.9% | +14.7% |
| 1Y | +13.4% | -3.7% | +17.1% | +13.4% |
| 3Y | +50.4% | +17.8% | +32.6% | +36.1% |
| 5Y | +49.0% | +19.3% | +29.7% | +33.7% |
| 10Y | +182.6% | +170.7% | +11.9% | +78.3% |
| All | +1,054.0% | +3,687.1% | -2,633.1% | +216.1% |
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