+64.6%
IWF vs TYL
+2.6%
+62.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | -5.0% | +6.7% | -11.6% | -5.7% |
| 30D | -13.2% | +26.5% | -39.8% | -15.7% |
| 3M | -9.4% | +37.3% | -46.7% | -13.3% |
| 6M | -8.6% | +31.2% | -39.7% | -12.2% |
| YTD | -5.3% | -7.4% | +2.1% | -1.4% |
| 1Y | -5.0% | -9.6% | +4.6% | -0.5% |
| 3Y | +64.6% | +1.9% | +62.7% | +67.9% |
| All | +64.6% | +2.6% | +62.1% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling