+118.4%
IP vs TKO
+1,366.3%
-1,248.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.6% |
| 7D | -5.3% | +0.7% | -6.0% | -5.4% |
| 30D | -10.9% | +1.6% | -12.5% | -11.2% |
| 3M | +11.2% | -7.8% | +18.9% | +12.7% |
| 6M | -10.2% | -13.3% | +3.1% | -8.0% |
| YTD | -2.0% | -10.3% | +8.3% | -0.5% |
| 1Y | -19.1% | -0.6% | -18.5% | -19.7% |
| 3Y | +20.9% | +88.5% | -67.6% | +3.6% |
| 5Y | -17.8% | +284.7% | -302.5% | -40.1% |
| 10Y | +23.5% | +905.7% | -882.2% | -30.4% |
| All | +118.4% | +1,366.3% | -1,248.0% | -22.1% |
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