+205.0%
IWD vs TYL
+174.6%
+30.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +1.3% | +3.5% | -2.3% | +0.4% |
| 30D | +3.6% | +26.9% | -23.3% | -2.5% |
| 3M | +2.3% | +33.8% | -31.5% | -5.3% |
| 6M | +13.0% | +28.8% | -15.8% | +4.8% |
| YTD | +26.2% | -7.9% | +34.1% | +27.0% |
| 1Y | +30.5% | -9.8% | +40.2% | +32.0% |
| 3Y | +86.2% | +1.2% | +85.0% | +78.6% |
| 5Y | +72.9% | -22.8% | +95.7% | +75.4% |
| 10Y | +205.0% | +168.8% | +36.2% | +114.1% |
| All | +205.0% | +174.6% | +30.5% | +114.1% |
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