+142.3%
IEMG vs TKO
+2,970.3%
-2,828.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | +1.9% | -2.5% | +4.4% | +2.2% |
| 3M | +1.4% | -10.6% | +12.0% | +2.7% |
| 6M | +15.2% | -5.1% | +20.2% | +15.5% |
| YTD | +23.8% | -8.2% | +32.0% | +24.6% |
| 1Y | +30.7% | -4.4% | +35.1% | +30.6% |
| 3Y | +83.3% | +100.4% | -17.1% | +64.2% |
| 5Y | +48.8% | +294.3% | -245.5% | +20.7% |
| 10Y | +142.8% | +983.2% | -840.4% | +73.8% |
| All | +142.3% | +2,970.3% | -2,828.0% | +31.3% |
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