+543.4%
IBB vs TKO
+2,759.3%
-2,215.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.5% | +2.3% | -2.8% | -1.0% |
| 30D | +4.6% | +13.4% | -8.8% | +1.8% |
| 3M | +6.8% | -1.7% | +8.6% | +7.1% |
| 6M | +23.1% | +7.2% | +15.9% | +20.7% |
| YTD | +26.0% | -5.4% | +31.4% | +26.5% |
| 1Y | +30.4% | +8.7% | +21.7% | +26.9% |
| 3Y | +85.4% | +150.4% | -65.0% | +48.2% |
| 5Y | +39.7% | +276.6% | -236.9% | -0.2% |
| 10Y | +127.1% | +1,134.6% | -1,007.5% | +14.4% |
| All | +543.4% | +2,759.3% | -2,215.9% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling