+74.9%
IWD vs TYL
-25.2%
+100.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.5% |
| 30D | +0.6% | +18.7% | -18.2% | -3.0% |
| 3M | +7.2% | +18.1% | -10.9% | +3.1% |
| 6M | +16.2% | -1.1% | +17.3% | +15.8% |
| YTD | +23.3% | -19.8% | +43.1% | +28.9% |
| 1Y | +29.6% | -34.3% | +63.9% | +42.7% |
| 3Y | +70.5% | -8.2% | +78.7% | +68.0% |
| All | +74.9% | -25.2% | +100.1% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling