+66.7%
IBIT vs YUM
+22.2%
+44.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +1.4% | -1.7% | +3.1% | +1.4% |
| 30D | +20.6% | -0.8% | +21.5% | +20.5% |
| 3M | +23.7% | +1.5% | +22.2% | +23.9% |
| 6M | +15.0% | -6.1% | +21.1% | +14.9% |
| YTD | -10.6% | -0.2% | -10.4% | -10.6% |
| 1Y | -30.3% | +2.5% | -32.8% | -30.1% |
| All | +66.7% | +22.2% | +44.5% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded YUM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling