+357.9%
IGV vs TYL
+106.7%
+251.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | +0.8% |
| 7D | -3.3% | -7.6% | +4.3% | +1.2% |
| 30D | 0.0% | +11.3% | -11.3% | -6.3% |
| 3M | +7.3% | +14.5% | -7.2% | -2.3% |
| 6M | +16.7% | -7.1% | +23.9% | +20.0% |
| YTD | -2.8% | -23.4% | +20.5% | +10.8% |
| 1Y | -6.7% | -38.6% | +31.9% | +21.4% |
| 3Y | +41.1% | -11.3% | +52.4% | +39.8% |
| 5Y | +22.0% | -28.0% | +50.0% | +36.1% |
| 10Y | +357.9% | +104.9% | +253.1% | +179.8% |
| All | +357.9% | +106.7% | +251.3% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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