+60.9%
IVZ vs TCOM
-9.7%
+70.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | +1.1% | -7.6% | +8.7% | +3.2% |
| 30D | +3.1% | -12.2% | +15.3% | +6.6% |
| 3M | +18.2% | -14.2% | +32.4% | +22.4% |
| 6M | +38.6% | -25.0% | +63.6% | +48.8% |
| YTD | +25.9% | -43.7% | +69.6% | +45.0% |
| 1Y | +51.7% | -44.5% | +96.2% | +75.3% |
| 3Y | +138.7% | +13.4% | +125.2% | +115.1% |
| 5Y | +62.8% | +26.5% | +36.3% | +31.9% |
| 10Y | +60.9% | -10.3% | +71.2% | +31.3% |
| All | +60.9% | -9.7% | +70.7% | +31.3% |
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