+17.8%
YUM vs IVZ
+134.7%
-116.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -6.1% | -2.4% | -3.7% | -5.8% |
| 30D | -5.8% | +3.0% | -8.9% | -6.2% |
| 3M | -7.6% | +14.9% | -22.5% | -9.2% |
| 6M | -9.1% | +36.7% | -45.9% | -12.9% |
| YTD | -5.5% | +25.7% | -31.2% | -8.6% |
| 1Y | -3.7% | +47.7% | -51.4% | -9.1% |
| 3Y | +17.8% | +138.8% | -121.0% | +1.0% |
| All | +17.8% | +134.7% | -116.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling