+683.6%
IYR vs YUM
+4,190.5%
-3,506.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.5% |
| 7D | -2.8% | -5.2% | +2.4% | -0.5% |
| 30D | -2.5% | -0.1% | -2.4% | -2.7% |
| 3M | -3.0% | -4.3% | +1.3% | -1.5% |
| 6M | +1.6% | -8.7% | +10.4% | +5.1% |
| YTD | +7.3% | -3.5% | +10.8% | +8.0% |
| 1Y | +5.6% | +0.5% | +5.2% | +4.1% |
| 3Y | +28.1% | +20.5% | +7.6% | +14.7% |
| 5Y | +6.1% | +21.8% | -15.7% | -5.9% |
| 10Y | +67.7% | +176.5% | -108.9% | +0.8% |
| All | +683.6% | +4,190.5% | -3,506.9% | +132.8% |
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