+20.2%
IBB vs TKO
+306.5%
-286.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -3.9% | +0.7% | -4.6% | -4.0% |
| 30D | +2.7% | +0.9% | +1.9% | +2.5% |
| 3M | +21.4% | -6.2% | +27.5% | +22.4% |
| 6M | +20.1% | -5.6% | +25.7% | +20.8% |
| YTD | +21.9% | -7.8% | +29.7% | +22.9% |
| 1Y | +44.1% | -1.2% | +45.3% | +43.2% |
| 3Y | +63.4% | +106.5% | -43.2% | +40.5% |
| All | +20.2% | +306.5% | -286.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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