+185.7%
IONQ vs YUM
+62.8%
+123.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.2% |
| 7D | +16.8% | -4.1% | +20.8% | +18.4% |
| 30D | -11.1% | +8.4% | -19.5% | -14.7% |
| 3M | -31.7% | +6.5% | -38.2% | -34.4% |
| 6M | -44.8% | +5.3% | -50.0% | -47.2% |
| YTD | -31.2% | +6.9% | -38.1% | -35.8% |
| 1Y | -39.1% | +8.7% | -47.9% | -44.2% |
| 3Y | +189.5% | +34.1% | +155.4% | +108.7% |
| 5Y | +53.2% | +39.9% | +13.2% | +1.6% |
| All | +185.7% | +62.8% | +123.0% | +87.9% |
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 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