-92.1%
IOVA vs TKO
+1,987.3%
-2,079.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.2% |
| 7D | +5.1% | +7.2% | -2.1% | +3.4% |
| 30D | +37.2% | +4.7% | +32.5% | +35.7% |
| 3M | +117.5% | -3.2% | +120.7% | +118.8% |
| 6M | +69.6% | -2.9% | +72.5% | +70.3% |
| YTD | +218.7% | -5.8% | +224.5% | +220.5% |
| 1Y | +265.5% | -1.1% | +266.6% | +262.5% |
| 3Y | +46.2% | +111.1% | -64.9% | +21.7% |
| 5Y | -63.2% | +315.6% | -378.8% | -74.0% |
| 10Y | +6.1% | +978.5% | -972.4% | -34.7% |
| All | -92.1% | +1,987.3% | -2,079.3% | -94.7% |
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