-61.5%
IOVA vs TKO
+291.2%
-352.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | -2.2% | +2.3% | -4.5% | -3.0% |
| 30D | +27.6% | -2.5% | +30.1% | +28.5% |
| 3M | +117.2% | -10.6% | +127.8% | +124.4% |
| 6M | +77.7% | -5.1% | +82.7% | +79.7% |
| YTD | +215.0% | -8.2% | +223.2% | +219.7% |
| 1Y | +255.4% | -4.4% | +259.8% | +254.3% |
| 3Y | +42.6% | +100.4% | -57.8% | +9.9% |
| All | -61.5% | +291.2% | -352.7% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling