+73.4%
IWD vs TCOM
+44.4%
+29.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | +6.5% | -5.0% | +1.0% |
| 30D | +3.6% | +13.3% | -9.7% | +2.4% |
| 3M | +2.0% | -6.5% | +8.5% | +2.6% |
| 6M | +13.1% | -16.3% | +29.4% | +14.6% |
| YTD | +26.2% | -38.7% | +64.9% | +31.2% |
| 1Y | +29.6% | -40.1% | +69.7% | +35.0% |
| 3Y | +84.3% | +30.6% | +53.7% | +75.8% |
| 5Y | +73.4% | +45.8% | +27.6% | +61.1% |
| All | +73.4% | +44.4% | +29.1% | +61.1% |
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