+20.0%
YUM vs IRM
+197.3%
-177.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.5% |
| 7D | -6.1% | -1.4% | -4.6% | -5.8% |
| 30D | -5.8% | -7.4% | +1.6% | -4.5% |
| 3M | -7.6% | -7.4% | -0.3% | -6.6% |
| 6M | -9.1% | +8.7% | -17.8% | -11.6% |
| YTD | -5.5% | +40.9% | -46.5% | -13.5% |
| 1Y | -3.7% | +20.5% | -24.2% | -9.0% |
| 3Y | +17.8% | +101.7% | -83.9% | -6.3% |
| All | +20.0% | +197.3% | -177.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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