+726.5%
IWD vs TYL
+9,145.2%
-8,418.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | +0.6% | +18.7% | -18.2% | -2.2% |
| 3M | +7.2% | +18.1% | -10.9% | +4.0% |
| 6M | +16.2% | -1.1% | +17.3% | +15.6% |
| YTD | +23.3% | -19.8% | +43.1% | +26.2% |
| 1Y | +29.6% | -34.3% | +63.9% | +36.8% |
| 3Y | +70.5% | -8.2% | +78.7% | +69.2% |
| 5Y | +73.5% | -25.4% | +98.9% | +75.8% |
| 10Y | +198.3% | +115.6% | +82.7% | +155.2% |
| All | +726.5% | +9,145.2% | -8,418.7% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling