+37.0%
IVZ vs TCOM
+40.6%
-3.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +7.6% | -1.8% | +9.4% | +8.0% |
| 30D | +4.3% | +12.1% | -7.8% | +1.8% |
| 3M | -9.3% | -3.2% | -6.1% | -9.0% |
| 6M | +5.2% | -16.6% | +21.9% | +8.6% |
| YTD | +13.4% | -39.4% | +52.8% | +24.5% |
| 1Y | +25.4% | -41.5% | +66.9% | +38.6% |
| 3Y | +152.5% | +24.4% | +128.1% | +130.8% |
| All | +37.0% | +40.6% | -3.6% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling