+165.5%
YUM vs IVZ
+65.9%
+99.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -6.1% | -2.4% | -3.7% | -5.6% |
| 30D | -5.8% | +3.0% | -8.9% | -6.5% |
| 3M | -7.6% | +14.9% | -22.5% | -10.9% |
| 6M | -9.1% | +36.7% | -45.9% | -16.1% |
| YTD | -5.5% | +25.7% | -31.2% | -11.4% |
| 1Y | -3.7% | +47.7% | -51.4% | -13.4% |
| 3Y | +17.8% | +138.8% | -121.0% | -8.6% |
| 5Y | +19.3% | +62.1% | -42.8% | -0.8% |
| All | +165.5% | +65.9% | +99.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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