+73.3%
IWD vs TCOM
+25.9%
+47.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.3% |
| 7D | -1.2% | -10.2% | +9.0% | -0.3% |
| 30D | -1.6% | -16.8% | +15.2% | -0.1% |
| 3M | +7.0% | -16.7% | +23.7% | +8.5% |
| 6M | +17.0% | -27.1% | +44.0% | +20.1% |
| YTD | +21.6% | -45.5% | +67.1% | +27.8% |
| 1Y | +28.0% | -45.9% | +73.9% | +34.5% |
| 3Y | +70.6% | +9.8% | +60.8% | +65.3% |
| 5Y | +73.3% | +23.8% | +49.5% | +62.6% |
| All | +73.3% | +25.9% | +47.4% | +62.6% |
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