+165.5%
YUM vs IFF
-20.3%
+185.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | -3.2% | -2.9% | -5.2% |
| 30D | -5.8% | -0.3% | -5.5% | -5.8% |
| 3M | -7.6% | +8.4% | -16.1% | -9.9% |
| 6M | -9.1% | +23.0% | -32.2% | -15.1% |
| YTD | -5.5% | +25.5% | -31.0% | -12.4% |
| 1Y | -3.7% | +29.1% | -32.8% | -11.7% |
| 3Y | +17.8% | +31.7% | -13.9% | +5.2% |
| 5Y | +19.3% | -35.2% | +54.5% | +29.1% |
| All | +165.5% | -20.3% | +185.8% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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