+39.8%
IJR vs YUM
+19.0%
+20.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -2.2% | -6.1% | +3.9% | +0.2% |
| 30D | -4.6% | -5.8% | +1.2% | -2.5% |
| 3M | +0.2% | -7.6% | +7.9% | +2.7% |
| 6M | +14.7% | -9.1% | +23.9% | +18.1% |
| YTD | +18.9% | -5.5% | +24.4% | +19.8% |
| 1Y | +19.9% | -3.7% | +23.7% | +19.5% |
| 3Y | +53.0% | +17.8% | +35.2% | +33.3% |
| All | +39.8% | +19.0% | +20.8% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling