+73.4%
IWF vs TCOM
+21.5%
+51.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.7% |
| 7D | -1.7% | -6.5% | +4.8% | -0.7% |
| 30D | -1.8% | -16.2% | +14.4% | +0.7% |
| 3M | +1.5% | -19.3% | +20.8% | +4.4% |
| 6M | +7.7% | -27.2% | +34.9% | +12.5% |
| YTD | +2.7% | -46.2% | +48.9% | +11.8% |
| 1Y | +6.8% | -46.6% | +53.4% | +16.2% |
| 3Y | +76.9% | +8.4% | +68.5% | +68.5% |
| 5Y | +73.4% | +25.8% | +47.6% | +52.3% |
| All | +73.4% | +21.5% | +51.9% | +52.3% |
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