+201.0%
IWD vs TCOM
+5.0%
+196.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.7% | -1.4% | +3.1% | +1.9% |
| 30D | +3.2% | +11.5% | -8.3% | +1.7% |
| 3M | +2.3% | -5.2% | +7.5% | +2.9% |
| 6M | +12.9% | -16.9% | +29.9% | +15.3% |
| YTD | +26.2% | -39.9% | +66.1% | +34.2% |
| 1Y | +28.3% | -42.1% | +70.3% | +37.0% |
| 3Y | +84.4% | +28.0% | +56.3% | +71.0% |
| 5Y | +73.0% | +40.4% | +32.6% | +51.6% |
| All | +201.0% | +5.0% | +196.1% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling