+40.4%
YUM vs IP
-12.0%
+52.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | +3.7% | -5.1% | +8.8% | +4.5% |
| 30D | +14.8% | +8.5% | +6.3% | +13.3% |
| 3M | +6.4% | -13.8% | +20.2% | +8.6% |
| 6M | +4.3% | +5.7% | -1.4% | +2.7% |
| YTD | +8.1% | -9.1% | +17.2% | +8.3% |
| 1Y | +11.3% | -0.8% | +12.1% | +9.9% |
| 3Y | +35.1% | +14.8% | +20.3% | +23.5% |
| All | +40.4% | -12.0% | +52.4% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling