+20.0%
YUM vs IWD
+74.6%
-54.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | -6.1% | -0.8% | -5.3% | -5.6% |
| 30D | -5.8% | -0.8% | -5.0% | -5.3% |
| 3M | -7.6% | +6.9% | -14.6% | -11.9% |
| 6M | -9.1% | +18.3% | -27.4% | -19.3% |
| YTD | -5.5% | +22.4% | -27.9% | -18.2% |
| 1Y | -3.7% | +27.4% | -31.1% | -19.0% |
| 3Y | +17.8% | +71.2% | -53.4% | -21.0% |
| All | +20.0% | +74.6% | -54.6% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling