+760.2%
IVV vs YUM
+4,022.0%
-3,261.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.9% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -2.0% | +10.0% | -12.0% | -5.6% |
| 3M | -2.8% | +7.5% | -10.3% | -5.8% |
| 6M | +2.2% | +8.8% | -6.6% | -2.0% |
| YTD | +11.5% | +8.2% | +3.3% | +6.8% |
| 1Y | +13.5% | +9.8% | +3.7% | +7.9% |
| 3Y | +78.1% | +36.4% | +41.6% | +53.4% |
| 5Y | +73.1% | +41.7% | +31.4% | +46.5% |
| 10Y | +310.4% | +217.5% | +92.9% | +152.2% |
| All | +760.2% | +4,022.0% | -3,261.8% | +140.4% |
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