+3,748.2%
YUM vs IBB
+562.7%
+3,185.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +10.0% | +4.6% | +5.4% | +8.0% |
| 3M | +7.5% | +6.8% | +0.7% | +4.3% |
| 6M | +8.8% | +23.1% | -14.3% | -0.2% |
| YTD | +8.2% | +26.0% | -17.8% | -2.0% |
| 1Y | +9.8% | +30.4% | -20.5% | -1.9% |
| 3Y | +36.4% | +85.4% | -49.0% | +5.1% |
| 5Y | +41.7% | +39.7% | +1.9% | +20.2% |
| 10Y | +217.5% | +127.1% | +90.4% | +114.8% |
| All | +3,748.2% | +562.7% | +3,185.5% | +1,249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling