+171.2%
YUM vs IWD
+201.1%
-29.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -5.2% | -2.3% | -2.9% | -3.5% |
| 30D | -0.1% | -1.8% | +1.7% | +1.3% |
| 3M | -4.3% | +8.0% | -12.3% | -9.9% |
| 6M | -8.7% | +17.0% | -25.7% | -19.4% |
| YTD | -3.5% | +21.3% | -24.8% | -17.3% |
| 1Y | +0.5% | +27.9% | -27.5% | -17.5% |
| 3Y | +20.5% | +70.1% | -49.5% | -21.7% |
| 5Y | +21.8% | +74.2% | -52.3% | -22.8% |
| All | +171.2% | +201.1% | -29.9% | +7.6% |
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