+82.3%
IVV vs YUM
+22.4%
+59.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -0.4% | -3.6% | +3.2% | +0.9% |
| 30D | -1.4% | +0.4% | -1.8% | -1.7% |
| 3M | +3.7% | -3.8% | +7.5% | +4.6% |
| 6M | +13.0% | -8.3% | +21.3% | +15.9% |
| YTD | +12.4% | -2.6% | +15.1% | +12.1% |
| 1Y | +18.6% | +1.5% | +17.1% | +15.7% |
| 3Y | +78.1% | +21.6% | +56.5% | +54.7% |
| 5Y | +82.3% | +23.5% | +58.8% | +52.8% |
| All | +82.3% | +22.4% | +59.8% | +52.8% |
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 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