+20.0%
YUM vs IAG
+820.9%
-800.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | -7.6% | +25.5% | -33.2% | -8.6% |
| 6M | -9.1% | -7.1% | -2.0% | -9.2% |
| YTD | -5.5% | +22.9% | -28.4% | -7.1% |
| 1Y | -3.7% | +83.3% | -87.1% | -7.4% |
| 3Y | +17.8% | +808.5% | -790.7% | +2.0% |
| All | +20.0% | +820.9% | -800.9% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling