+166.4%
IWM vs YUM
+171.3%
-4.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.4% |
| 7D | -2.4% | -6.1% | +3.7% | +0.5% |
| 30D | -4.6% | -5.8% | +1.3% | -2.1% |
| 3M | -0.3% | -7.6% | +7.3% | +2.7% |
| 6M | +14.7% | -9.1% | +23.9% | +18.7% |
| YTD | +17.8% | -5.5% | +23.4% | +19.1% |
| 1Y | +21.2% | -3.7% | +24.9% | +20.7% |
| 3Y | +62.3% | +17.8% | +44.5% | +42.0% |
| 5Y | +38.7% | +19.3% | +19.5% | +19.5% |
| All | +166.4% | +171.3% | -4.9% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling