+938.6%
IGV vs TKO
+3,156.9%
-2,218.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -2.6% | -2.6% | 0.0% | -2.2% |
| 3M | +10.5% | -7.8% | +18.3% | +12.2% |
| 6M | +18.2% | -7.0% | +25.2% | +19.6% |
| YTD | -4.2% | -8.5% | +4.3% | -3.0% |
| 1Y | -9.8% | -1.3% | -8.5% | -10.6% |
| 3Y | +39.1% | +105.0% | -65.8% | +13.2% |
| 5Y | +21.2% | +292.9% | -271.7% | -17.4% |
| 10Y | +361.5% | +979.3% | -617.8% | +128.3% |
| All | +938.6% | +3,156.9% | -2,218.3% | +161.5% |
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