+3,981.4%
YUM vs IBN
+1,454.8%
+2,526.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -5.2% | -5.5% | +0.3% | -4.3% |
| 30D | -0.1% | -3.4% | +3.3% | +0.5% |
| 3M | -4.3% | +8.7% | -13.0% | -5.7% |
| 6M | -8.7% | +3.7% | -12.4% | -9.4% |
| YTD | -3.5% | -2.4% | -1.1% | -3.3% |
| 1Y | +0.5% | -8.1% | +8.5% | +1.6% |
| 3Y | +20.5% | +26.3% | -5.8% | +14.6% |
| 5Y | +21.8% | +54.9% | -33.1% | +11.1% |
| 10Y | +176.5% | +311.8% | -135.3% | +105.8% |
| All | +3,981.4% | +1,454.8% | +2,526.6% | +2,281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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