+650.0%
IWF vs TYL
+10,580.9%
-9,930.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.7% |
| 7D | -5.0% | +6.7% | -11.6% | -6.2% |
| 30D | -13.2% | +26.5% | -39.8% | -17.2% |
| 3M | -9.4% | +37.3% | -46.7% | -15.2% |
| 6M | -8.6% | +31.2% | -39.7% | -14.3% |
| YTD | -5.3% | -7.4% | +2.1% | -5.8% |
| 1Y | -5.0% | -9.6% | +4.6% | -5.1% |
| 3Y | +64.6% | +1.9% | +62.7% | +59.7% |
| 5Y | +50.8% | -21.1% | +71.9% | +52.2% |
| 10Y | +385.7% | +171.8% | +213.9% | +300.5% |
| All | +650.0% | +10,580.9% | -9,930.9% | +301.6% |
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