+265.9%
IONQ vs YUM
+53.2%
+212.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.8% | -2.0% | +2.9% | +1.8% |
| 30D | -1.0% | -1.1% | +0.1% | -1.0% |
| 3M | -39.8% | +1.8% | -41.6% | -41.4% |
| 6M | +6.4% | -4.7% | +11.2% | +7.3% |
| YTD | -11.9% | +0.6% | -12.5% | -15.0% |
| 1Y | -6.2% | +6.4% | -12.6% | -14.9% |
| 3Y | +125.7% | +22.6% | +103.1% | +72.9% |
| 5Y | +296.0% | +26.0% | +270.0% | +171.8% |
| All | +265.9% | +53.2% | +212.7% | +148.8% |
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