+776.1%
IVV vs YUM
+3,731.3%
-2,955.2%
-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% | +0.8% | 0.0% |
| 7D | +0.1% | -2.0% | +2.2% | +0.9% |
| 30D | +0.1% | -1.1% | +1.2% | +0.3% |
| 3M | +2.0% | +1.8% | +0.2% | +0.7% |
| 6M | +13.0% | -4.7% | +17.8% | +14.2% |
| YTD | +13.6% | +0.6% | +13.0% | +12.2% |
| 1Y | +20.1% | +6.4% | +13.7% | +15.5% |
| 3Y | +77.6% | +22.6% | +55.0% | +59.8% |
| 5Y | +82.5% | +26.0% | +56.5% | +61.9% |
| 10Y | +316.5% | +174.6% | +141.9% | +170.6% |
| All | +776.1% | +3,731.3% | -2,955.2% | +152.6% |
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