+3,988.8%
YUM vs IWD
+726.5%
+3,262.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | -2.0% | -0.3% | -1.8% | -1.8% |
| 30D | -1.1% | +0.6% | -1.7% | -1.6% |
| 3M | +1.8% | +7.2% | -5.4% | -3.8% |
| 6M | -4.7% | +16.2% | -20.9% | -15.6% |
| YTD | +0.6% | +23.3% | -22.8% | -15.0% |
| 1Y | +6.4% | +29.6% | -23.2% | -13.5% |
| 3Y | +22.6% | +70.5% | -47.9% | -20.2% |
| 5Y | +26.0% | +73.5% | -47.5% | -19.6% |
| 10Y | +174.6% | +198.3% | -23.7% | +12.3% |
| All | +3,988.8% | +726.5% | +3,262.3% | +677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling