+20.0%
YUM vs IVZ
+61.1%
-41.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -6.1% | -2.4% | -3.7% | -5.7% |
| 30D | -5.8% | +3.0% | -8.9% | -6.4% |
| 3M | -7.6% | +14.9% | -22.5% | -10.2% |
| 6M | -9.1% | +36.7% | -45.9% | -14.8% |
| YTD | -5.5% | +25.7% | -31.2% | -10.2% |
| 1Y | -3.7% | +47.7% | -51.4% | -11.6% |
| 3Y | +17.8% | +138.8% | -121.0% | -5.4% |
| All | +20.0% | +61.1% | -41.1% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling