+73.2%
IWD vs TYL
-23.0%
+96.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | +2.2% | +28.9% | -26.8% | -3.2% |
| 6M | +13.0% | +42.0% | -29.1% | +4.2% |
| YTD | +26.5% | -6.6% | +33.1% | +28.0% |
| 1Y | +30.1% | -9.1% | +39.2% | +32.6% |
| 3Y | +84.9% | +1.8% | +83.0% | +79.3% |
| All | +73.2% | -23.0% | +96.2% | +72.1% |
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