+49.0%
IVZ vs TCOM
+3.1%
+45.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -2.4% | +12.1% | -14.5% | -5.4% |
| 30D | -11.2% | +16.5% | -27.7% | -14.9% |
| 3M | -14.0% | -4.0% | -9.9% | -13.4% |
| 6M | +0.5% | -18.5% | +19.0% | +5.2% |
| YTD | +5.4% | -38.3% | +43.7% | +18.1% |
| 1Y | +19.5% | -36.6% | +56.1% | +32.8% |
| 3Y | +128.7% | +31.1% | +97.6% | +97.9% |
| 5Y | +28.8% | +47.6% | -18.8% | -0.3% |
| All | +49.0% | +3.1% | +45.9% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling