+13.4%
YUM vs IOT
+8.2%
+5.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.8% | +5.8% |
| 7D | +10.8% | -0.5% | +11.2% | +10.7% |
| 30D | +21.4% | +1.0% | +20.4% | +21.3% |
| 3M | +13.2% | +10.9% | +2.3% | +13.0% |
| 6M | +8.8% | +39.9% | -31.1% | +8.6% |
| YTD | +11.5% | +20.8% | -9.2% | +13.0% |
| 1Y | +13.4% | +10.6% | +2.8% | +12.9% |
| All | +13.4% | +8.2% | +5.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling