+1,301.6%
IWF vs TCOM
+2,658.7%
-1,357.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.5% | -7.6% | +9.1% | +2.7% |
| 30D | -1.3% | -12.2% | +11.0% | +0.7% |
| 3M | +0.1% | -14.2% | +14.3% | +2.2% |
| 6M | +10.3% | -25.0% | +35.3% | +14.9% |
| YTD | +4.2% | -43.7% | +47.8% | +13.1% |
| 1Y | +9.3% | -44.5% | +53.8% | +18.9% |
| 3Y | +79.3% | +13.4% | +65.9% | +69.6% |
| 5Y | +73.8% | +26.5% | +47.3% | +54.0% |
| 10Y | +410.9% | -10.3% | +421.2% | +355.1% |
| All | +1,301.6% | +2,658.7% | -1,357.0% | +661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling