+21.8%
YUM vs IOVA
-66.4%
+88.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.8% |
| 7D | -5.2% | -6.4% | +1.2% | -5.0% |
| 30D | -0.1% | +25.4% | -25.5% | -0.7% |
| 3M | -4.3% | +115.3% | -119.6% | -6.3% |
| 6M | -8.7% | +56.5% | -65.3% | -10.1% |
| YTD | -3.5% | +198.2% | -201.7% | -7.0% |
| 1Y | +0.5% | +242.0% | -241.6% | -3.9% |
| 3Y | +20.5% | +36.8% | -16.3% | +14.2% |
| 5Y | +21.8% | -64.3% | +86.1% | +17.0% |
| All | +21.8% | -66.4% | +88.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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