-7.5%
IGV vs TKO
+5.6%
-13.2%
-33.3%
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% | +0.4% |
| 7D | -7.5% | +11.3% | -18.7% | -8.8% |
| 30D | -5.6% | +9.3% | -14.9% | -6.8% |
| 3M | +1.5% | +5.3% | -3.8% | +0.7% |
| 6M | +17.1% | +4.9% | +12.3% | +16.3% |
| YTD | -2.0% | -6.3% | +4.3% | -0.9% |
| 1Y | -7.5% | +4.9% | -12.4% | -9.4% |
| All | -7.5% | +5.6% | -13.2% | -9.4% |
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