+4,208.2%
YUM vs IP
+101.8%
+4,106.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.8% |
| 7D | -2.0% | -5.3% | +3.2% | -0.7% |
| 30D | -1.1% | -10.9% | +9.8% | +1.8% |
| 3M | +1.8% | +11.2% | -9.4% | -1.8% |
| 6M | -4.7% | -10.2% | +5.5% | -3.5% |
| YTD | +0.6% | -2.0% | +2.6% | -0.9% |
| 1Y | +6.4% | -19.1% | +25.5% | +9.8% |
| 3Y | +22.6% | +20.9% | +1.7% | +9.2% |
| 5Y | +26.0% | -17.8% | +43.8% | +23.2% |
| 10Y | +174.6% | +23.5% | +151.1% | +127.3% |
| All | +4,208.2% | +101.8% | +4,106.4% | +2,418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling