+16.5%
YUM vs IOT
+54.1%
-37.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.1% | -4.5% | -1.5% | -5.8% |
| 30D | -5.8% | -2.4% | -3.4% | -5.8% |
| 3M | -7.6% | +19.0% | -26.6% | -8.6% |
| 6M | -9.1% | +19.6% | -28.8% | -10.4% |
| YTD | -5.5% | +8.3% | -13.8% | -6.4% |
| 1Y | -3.7% | -0.8% | -2.9% | -4.4% |
| 3Y | +17.8% | +24.4% | -6.6% | +12.4% |
| All | +16.5% | +54.1% | -37.6% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling