+61.7%
IWM vs YUM
+20.4%
+41.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.5% | -5.2% | +2.7% | -1.5% |
| 30D | -4.4% | -0.1% | -4.3% | -4.5% |
| 3M | +2.2% | -4.3% | +6.5% | +2.8% |
| 6M | +14.0% | -8.7% | +22.7% | +15.8% |
| YTD | +17.4% | -3.5% | +20.9% | +17.2% |
| 1Y | +22.9% | +0.5% | +22.5% | +21.2% |
| All | +61.7% | +20.4% | +41.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling