+278.7%
IONQ vs YUM
+22.4%
+256.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.3% | -4.5% |
| 7D | +1.3% | -3.6% | +4.9% | +3.2% |
| 30D | -10.3% | +0.4% | -10.7% | -11.1% |
| 3M | -32.7% | -3.8% | -28.9% | -32.2% |
| 6M | +6.3% | -8.3% | +14.6% | +9.5% |
| YTD | -15.0% | -2.6% | -12.4% | -17.0% |
| 1Y | -13.3% | +1.5% | -14.8% | -20.0% |
| 3Y | +97.2% | +21.6% | +75.6% | +40.5% |
| 5Y | +278.7% | +23.5% | +255.2% | +149.9% |
| All | +278.7% | +22.4% | +256.3% | +149.9% |
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