+20.0%
YUM vs IWF
+73.7%
-53.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -6.1% | -0.9% | -5.1% | -5.8% |
| 30D | -5.8% | -1.7% | -4.1% | -5.3% |
| 3M | -7.6% | +0.7% | -8.3% | -8.1% |
| 6M | -9.1% | +8.6% | -17.7% | -12.3% |
| YTD | -5.5% | +3.5% | -9.0% | -7.3% |
| 1Y | -3.7% | +7.0% | -10.7% | -7.0% |
| 3Y | +17.8% | +76.3% | -58.5% | -11.1% |
| All | +20.0% | +73.7% | -53.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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