+178.9%
YUM vs IP
+15.7%
+163.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.6% | -1.3% |
| 7D | -3.6% | -4.6% | +1.0% | -2.6% |
| 30D | +0.4% | -15.3% | +15.6% | +4.0% |
| 3M | -3.8% | +2.7% | -6.5% | -5.0% |
| 6M | -8.3% | -7.4% | -0.9% | -7.8% |
| YTD | -2.6% | -8.8% | +6.2% | -2.2% |
| 1Y | +1.5% | -22.4% | +24.0% | +5.5% |
| 3Y | +21.6% | +14.2% | +7.4% | +9.6% |
| 5Y | +23.5% | -21.8% | +45.3% | +22.7% |
| 10Y | +178.9% | +18.3% | +160.7% | +129.9% |
| All | +178.9% | +15.7% | +163.2% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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