+4,070.4%
YUM vs IVZ
+506.3%
+3,564.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -3.6% | +1.2% | -4.7% | -3.8% |
| 30D | +0.4% | +1.8% | -1.4% | -0.1% |
| 3M | -3.8% | +15.7% | -19.5% | -7.5% |
| 6M | -8.3% | +36.3% | -44.6% | -15.5% |
| YTD | -2.6% | +24.9% | -27.6% | -8.8% |
| 1Y | +1.5% | +48.9% | -47.4% | -9.1% |
| 3Y | +21.6% | +136.8% | -115.2% | -5.4% |
| 5Y | +23.5% | +60.0% | -36.5% | +2.9% |
| 10Y | +178.9% | +63.4% | +115.6% | +112.3% |
| All | +4,070.4% | +506.3% | +3,564.1% | +1,693.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling