+18.9%
IWM vs YUM
+15.9%
+3.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.2% |
| 7D | +1.0% | +10.8% | -9.8% | +0.5% |
| 30D | +0.2% | +21.4% | -21.2% | -0.4% |
| 3M | -5.6% | +13.2% | -18.8% | -6.1% |
| 6M | +2.7% | +8.8% | -6.1% | +2.4% |
| YTD | +16.2% | +11.5% | +4.6% | +14.0% |
| 1Y | +18.9% | +13.4% | +5.6% | +16.4% |
| All | +18.9% | +15.9% | +3.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling