+165.5%
YUM vs IBB
+125.5%
+40.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.1% | -4.2% | -1.8% | -4.7% |
| 30D | -5.8% | +1.1% | -6.9% | -6.4% |
| 3M | -7.6% | +19.0% | -26.7% | -13.3% |
| 6M | -9.1% | +18.9% | -28.0% | -14.9% |
| YTD | -5.5% | +20.3% | -25.9% | -12.1% |
| 1Y | -3.7% | +41.5% | -45.2% | -15.7% |
| 3Y | +17.8% | +60.3% | -42.5% | -2.6% |
| 5Y | +19.3% | +18.7% | +0.6% | +7.9% |
| All | +165.5% | +125.5% | +40.0% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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