+392.2%
IWF vs TYL
+185.3%
+206.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | -8.3% | +25.2% | -33.4% | -16.2% |
| 3M | -5.6% | +31.8% | -37.3% | -16.1% |
| 6M | -5.4% | +36.3% | -41.7% | -18.4% |
| YTD | -1.2% | -6.3% | +5.1% | -1.4% |
| 1Y | -2.7% | -9.5% | +6.8% | -1.5% |
| 3Y | +67.8% | +1.6% | +66.1% | +55.4% |
| 5Y | +60.1% | -21.8% | +81.9% | +63.5% |
| 10Y | +392.2% | +183.3% | +208.9% | +196.7% |
| All | +392.2% | +185.3% | +206.9% | +196.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling