+13.9%
IEMG vs TKO
+5.6%
+8.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.7% |
| 7D | -3.1% | +11.3% | -14.4% | -3.7% |
| 30D | -10.3% | +9.3% | -19.6% | -10.8% |
| 3M | -6.6% | +5.3% | -11.9% | -7.0% |
| 6M | -3.9% | +4.9% | -8.7% | -4.9% |
| YTD | +12.4% | -6.3% | +18.7% | +12.8% |
| 1Y | +13.9% | +4.9% | +9.0% | +12.9% |
| All | +13.9% | +5.6% | +8.2% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling