+195.5%
IWD vs TCOM
-10.5%
+206.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -2.3% | -6.5% | +4.2% | -1.4% |
| 30D | -1.8% | -16.2% | +14.5% | +0.5% |
| 3M | +8.0% | -19.3% | +27.4% | +10.9% |
| 6M | +17.0% | -27.2% | +44.2% | +21.7% |
| YTD | +21.3% | -46.2% | +67.5% | +30.9% |
| 1Y | +27.9% | -46.6% | +74.6% | +38.2% |
| 3Y | +70.1% | +8.4% | +61.7% | +61.4% |
| 5Y | +74.2% | +25.8% | +48.4% | +54.6% |
| All | +195.5% | -10.5% | +206.0% | +154.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling