+150.0%
IONQ vs YUM
+36.2%
+113.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.7% | -6.3% |
| 7D | -11.5% | +0.1% | -11.6% | -11.4% |
| 30D | -8.1% | +10.0% | -18.1% | -8.0% |
| 3M | -35.8% | +7.5% | -43.3% | -35.6% |
| 6M | -47.7% | +8.8% | -56.5% | -47.6% |
| YTD | -35.6% | +8.2% | -43.8% | -35.9% |
| 1Y | -36.4% | +9.8% | -46.2% | -36.9% |
| 3Y | +150.0% | +36.4% | +113.6% | +99.1% |
| All | +150.0% | +36.2% | +113.8% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling