+24.7%
IVZ vs TCOM
-39.7%
+64.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.2% | +6.5% | -4.4% | +1.3% |
| 30D | -2.2% | +13.3% | -15.5% | -3.9% |
| 3M | -8.4% | -6.5% | -2.0% | -7.0% |
| 6M | +6.2% | -16.3% | +22.5% | +10.4% |
| YTD | +12.4% | -38.7% | +51.1% | +20.2% |
| All | +24.7% | -39.7% | +64.5% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling