+102.5%
IP vs TKO
+1,411.9%
-1,309.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | -5.1% | +5.7% | -10.8% | -6.1% |
| 30D | +8.5% | +6.9% | +1.6% | +7.1% |
| 3M | -13.8% | +2.4% | -16.2% | -14.3% |
| 6M | +5.7% | +1.1% | +4.7% | +5.1% |
| YTD | -9.1% | -7.5% | -1.6% | -8.3% |
| 1Y | -0.8% | +7.2% | -8.0% | -2.9% |
| 3Y | +14.8% | +131.3% | -116.6% | -5.1% |
| 5Y | -11.5% | +250.8% | -262.4% | -34.3% |
| 10Y | +27.9% | +1,146.6% | -1,118.7% | -30.9% |
| All | +102.5% | +1,411.9% | -1,309.4% | -28.3% |
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