+32.8%
IWD vs TCOM
-39.6%
+72.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +2.4% |
| 7D | +2.5% | +10.7% | -8.1% | +2.1% |
| 30D | +6.0% | +10.1% | -4.1% | +5.5% |
| 3M | +3.8% | -8.9% | +12.6% | +4.2% |
| 6M | +16.3% | -19.2% | +35.5% | +18.0% |
| YTD | +27.5% | -40.6% | +68.1% | +29.8% |
| 1Y | +32.8% | -39.0% | +71.8% | +34.4% |
| All | +32.8% | -39.6% | +72.4% | +34.4% |
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