+217.5%
YUM vs IWD
+203.0%
+14.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.1% | +2.3% | -2.2% | -1.6% |
| 30D | +10.0% | +3.6% | +6.4% | +7.1% |
| 3M | +7.5% | +2.2% | +5.3% | +5.8% |
| 6M | +8.8% | +13.0% | -4.2% | -1.1% |
| YTD | +8.2% | +26.5% | -18.3% | -10.2% |
| 1Y | +9.8% | +30.1% | -20.3% | -10.8% |
| 3Y | +36.4% | +84.9% | -48.4% | -16.9% |
| 5Y | +41.7% | +73.4% | -31.7% | -9.6% |
| All | +217.5% | +203.0% | +14.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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