+1,131.0%
IJR vs TKO
+2,621.6%
-1,490.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -2.2% | +2.3% | -4.5% | -2.7% |
| 30D | -4.6% | -2.5% | -2.1% | -4.2% |
| 3M | +0.2% | -10.6% | +10.8% | +2.5% |
| 6M | +14.7% | -5.1% | +19.8% | +15.4% |
| YTD | +18.9% | -8.2% | +27.1% | +20.2% |
| 1Y | +19.9% | -4.4% | +24.4% | +19.9% |
| 3Y | +53.0% | +100.4% | -47.3% | +25.4% |
| 5Y | +40.9% | +294.3% | -253.4% | -3.9% |
| 10Y | +171.1% | +983.2% | -812.1% | +34.7% |
| All | +1,131.0% | +2,621.6% | -1,490.6% | +262.9% |
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 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