+1,948.3%
YUM vs IAG
+378.9%
+1,569.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.6% | -2.5% |
| 7D | -3.6% | +1.7% | -5.2% | -3.6% |
| 30D | +0.4% | +11.4% | -11.1% | -0.2% |
| 3M | -3.8% | +33.0% | -36.8% | -5.2% |
| 6M | -8.3% | -6.0% | -2.3% | -8.4% |
| YTD | -2.6% | +24.6% | -27.2% | -4.4% |
| 1Y | +1.5% | +105.0% | -103.5% | -2.8% |
| 3Y | +21.6% | +837.9% | -816.3% | +6.7% |
| 5Y | +23.5% | +817.0% | -793.5% | +6.5% |
| 10Y | +178.9% | +425.3% | -246.4% | +138.1% |
| All | +1,948.3% | +378.9% | +1,569.4% | +1,503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling