+410.9%
IWF vs TYL
+106.7%
+304.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | +1.4% |
| 7D | +1.5% | -7.6% | +9.1% | +4.6% |
| 30D | -1.3% | +11.3% | -12.6% | -5.7% |
| 3M | +0.1% | +14.5% | -14.4% | -6.6% |
| 6M | +10.3% | -7.1% | +17.4% | +11.4% |
| YTD | +4.2% | -23.4% | +27.5% | +13.1% |
| 1Y | +9.3% | -38.6% | +47.9% | +30.8% |
| 3Y | +79.3% | -11.3% | +90.7% | +74.5% |
| 5Y | +73.8% | -28.0% | +101.7% | +82.1% |
| 10Y | +410.9% | +104.9% | +306.0% | +251.3% |
| All | +410.9% | +106.7% | +304.2% | +251.3% |
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