+473.1%
YUM vs IOVA
-91.7%
+564.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.7% | +5.1% | -6.7% | -1.7% |
| 30D | -0.8% | +37.2% | -38.1% | -1.3% |
| 3M | +1.5% | +117.5% | -116.0% | +0.2% |
| 6M | -6.1% | +69.6% | -75.7% | -7.1% |
| YTD | -0.2% | +218.7% | -218.9% | -2.3% |
| 1Y | +2.5% | +265.5% | -263.1% | 0.0% |
| 3Y | +24.6% | +46.2% | -21.6% | +21.5% |
| 5Y | +25.7% | -63.2% | +88.9% | +23.6% |
| 10Y | +179.7% | +6.1% | +173.6% | +171.0% |
| All | +473.1% | -91.7% | +564.8% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling