+70.3%
IWD vs TYL
-20.5%
+90.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -0.9% | +15.1% | -16.0% | -3.6% |
| 30D | +2.6% | +30.1% | -27.4% | -2.7% |
| 3M | +1.2% | +40.4% | -39.1% | -5.7% |
| 6M | +12.1% | +31.3% | -19.2% | +5.2% |
| YTD | +24.1% | -5.2% | +29.3% | +25.3% |
| 1Y | +28.5% | -6.6% | +35.1% | +30.1% |
| 3Y | +79.5% | +3.4% | +76.1% | +73.6% |
| 5Y | +70.3% | -19.3% | +89.6% | +67.1% |
| All | +70.3% | -20.5% | +90.8% | +67.1% |
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 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