+3,823.5%
YUM vs IWF
+713.0%
+3,110.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.3% |
| 7D | -5.2% | -1.7% | -3.5% | -4.1% |
| 30D | -0.1% | -1.8% | +1.8% | +1.0% |
| 3M | -4.3% | +1.5% | -5.7% | -5.6% |
| 6M | -8.7% | +7.7% | -16.4% | -13.8% |
| YTD | -3.5% | +2.7% | -6.2% | -6.3% |
| 1Y | +0.5% | +6.8% | -6.3% | -5.4% |
| 3Y | +20.5% | +76.9% | -56.3% | -21.5% |
| 5Y | +21.8% | +73.4% | -51.6% | -21.6% |
| 10Y | +176.5% | +416.4% | -239.9% | -20.7% |
| All | +3,823.5% | +713.0% | +3,110.4% | +572.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling