+1,409.3%
IGV vs TCOM
+2,658.7%
-1,249.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -3.3% | -7.6% | +4.3% | -1.9% |
| 30D | 0.0% | -12.2% | +12.2% | +2.3% |
| 3M | +7.3% | -14.2% | +21.6% | +10.0% |
| 6M | +16.7% | -25.0% | +41.7% | +22.5% |
| YTD | -2.8% | -43.7% | +40.8% | +7.1% |
| 1Y | -6.7% | -44.5% | +37.9% | +3.1% |
| 3Y | +41.1% | +13.4% | +27.7% | +32.4% |
| 5Y | +22.0% | +26.5% | -4.5% | +6.4% |
| 10Y | +357.9% | -10.3% | +368.2% | +303.0% |
| All | +1,409.3% | +2,658.7% | -1,249.4% | +628.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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