+470.7%
IVZ vs TCOM
+2,694.8%
-2,224.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.6% | -9.5% | +10.2% | +3.4% |
| 30D | +4.0% | -10.7% | +14.7% | +7.1% |
| 3M | +18.2% | -14.6% | +32.8% | +22.6% |
| 6M | +32.8% | -19.3% | +52.2% | +39.8% |
| YTD | +28.7% | -42.9% | +71.7% | +48.1% |
| 1Y | +55.4% | -43.8% | +99.2% | +79.3% |
| 3Y | +135.2% | +2.1% | +133.1% | +119.4% |
| 5Y | +64.2% | +31.2% | +33.0% | +31.6% |
| 10Y | +64.6% | -13.9% | +78.5% | +38.8% |
| All | +470.7% | +2,694.8% | -2,224.0% | +107.7% |
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