+86.2%
IWD vs TYL
+0.5%
+85.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +1.3% | +3.5% | -2.3% | +0.9% |
| 30D | +3.6% | +26.9% | -23.3% | +0.9% |
| 3M | +2.3% | +33.8% | -31.5% | -1.0% |
| 6M | +13.0% | +28.8% | -15.8% | +9.6% |
| YTD | +26.2% | -7.9% | +34.1% | +29.4% |
| 1Y | +30.5% | -9.8% | +40.2% | +34.4% |
| 3Y | +86.2% | +1.2% | +85.0% | +89.7% |
| All | +86.2% | +0.5% | +85.7% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling