+165.5%
YUM vs IAG
+427.6%
-262.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -6.1% | -1.1% | -5.0% | -6.0% |
| 30D | -5.8% | +12.1% | -17.9% | -6.2% |
| 3M | -7.6% | +25.5% | -33.2% | -8.5% |
| 6M | -9.1% | -7.1% | -2.0% | -9.2% |
| YTD | -5.5% | +22.9% | -28.4% | -6.8% |
| 1Y | -3.7% | +83.3% | -87.1% | -6.7% |
| 3Y | +17.8% | +808.5% | -790.7% | +5.9% |
| 5Y | +19.3% | +838.0% | -818.7% | +5.2% |
| All | +165.5% | +427.6% | -262.1% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling