+808.3%
IWM vs YUM
+3,931.3%
-3,123.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +0.1% | -2.0% | +2.1% | +1.0% |
| 30D | -1.3% | -1.1% | -0.2% | -1.1% |
| 3M | +1.6% | +1.8% | -0.2% | +0.1% |
| 6M | +13.6% | -4.7% | +18.3% | +14.8% |
| YTD | +20.8% | +0.6% | +20.2% | +18.9% |
| 1Y | +26.4% | +6.4% | +20.0% | +20.7% |
| 3Y | +60.7% | +22.6% | +38.1% | +41.8% |
| 5Y | +38.2% | +26.0% | +12.2% | +20.1% |
| 10Y | +169.5% | +174.6% | -5.1% | +62.4% |
| All | +808.3% | +3,931.3% | -3,123.1% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling