+4,070.4%
YUM vs IRM
+4,574.0%
-503.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -3.6% | +3.0% | -6.6% | -4.3% |
| 30D | +0.4% | -5.2% | +5.6% | +1.7% |
| 3M | -3.8% | -8.0% | +4.2% | -2.1% |
| 6M | -8.3% | +9.2% | -17.4% | -11.3% |
| YTD | -2.6% | +41.0% | -43.6% | -12.4% |
| 1Y | +1.5% | +23.3% | -21.7% | -5.7% |
| 3Y | +21.6% | +102.8% | -81.3% | -3.8% |
| 5Y | +23.5% | +192.8% | -169.3% | -13.3% |
| 10Y | +178.9% | +439.6% | -260.7% | +58.3% |
| All | +4,070.4% | +4,574.0% | -503.6% | +1,288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling