+1,436.5%
IBN vs TKO
+2,582.8%
-1,146.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -3.5% | +0.9% | -4.4% | -3.9% |
| 3M | +11.3% | -6.2% | +17.5% | +12.5% |
| 6M | +4.4% | -5.6% | +10.1% | +5.2% |
| YTD | -1.8% | -7.8% | +6.0% | -0.8% |
| 1Y | -8.0% | -1.2% | -6.8% | -8.8% |
| 3Y | +27.1% | +106.5% | -79.4% | +3.4% |
| 5Y | +54.5% | +310.4% | -255.9% | +4.2% |
| 10Y | +314.2% | +987.5% | -673.3% | +93.7% |
| All | +1,436.5% | +2,582.8% | -1,146.3% | +298.7% |
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