+1,131.0%
IJR vs YUM
+3,687.1%
-2,556.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | -2.2% | -6.1% | +3.9% | +0.5% |
| 30D | -4.6% | -5.8% | +1.2% | -2.3% |
| 3M | +0.2% | -7.6% | +7.9% | +3.0% |
| 6M | +14.7% | -9.1% | +23.9% | +18.4% |
| YTD | +18.9% | -5.5% | +24.4% | +20.3% |
| 1Y | +19.9% | -3.7% | +23.7% | +20.0% |
| 3Y | +53.0% | +17.8% | +35.2% | +38.1% |
| 5Y | +40.9% | +19.3% | +21.6% | +25.9% |
| 10Y | +171.1% | +170.7% | +0.4% | +67.6% |
| All | +1,131.0% | +3,687.1% | -2,556.1% | +221.6% |
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