+201.7%
IWD vs TYL
+183.6%
+18.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | +0.8% | +1.4% | +2.1% |
| 30D | +3.6% | +21.1% | -17.5% | -1.4% |
| 3M | +2.2% | +28.9% | -26.8% | -4.6% |
| 6M | +13.0% | +42.0% | -29.1% | +2.1% |
| YTD | +26.5% | -6.6% | +33.1% | +26.9% |
| 1Y | +30.1% | -9.1% | +39.2% | +31.5% |
| 3Y | +84.9% | +1.8% | +83.0% | +77.1% |
| 5Y | +73.4% | -22.9% | +96.3% | +76.2% |
| All | +201.7% | +183.6% | +18.1% | +109.1% |
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