+205.1%
IWD vs TYL
+168.7%
+36.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -0.5% | +6.7% | -7.1% | -2.1% |
| 30D | +2.7% | +26.5% | -23.9% | -3.3% |
| 3M | +0.9% | +37.3% | -36.4% | -7.2% |
| 6M | +10.5% | +31.2% | -20.6% | +2.0% |
| YTD | +23.7% | -7.4% | +31.1% | +24.3% |
| 1Y | +28.7% | -9.6% | +38.3% | +30.2% |
| 3Y | +79.7% | +1.9% | +77.8% | +72.1% |
| 5Y | +69.7% | -21.1% | +90.8% | +71.0% |
| All | +205.1% | +168.7% | +36.4% | +113.7% |
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