+434.2%
IRM vs TKO
+989.7%
-555.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +2.0% |
| 7D | -1.4% | +2.3% | -3.7% | -1.9% |
| 30D | -7.4% | -2.5% | -4.9% | -7.1% |
| 3M | -7.4% | -10.6% | +3.2% | -5.6% |
| 6M | +8.7% | -5.1% | +13.7% | +9.2% |
| YTD | +40.9% | -8.2% | +49.2% | +42.2% |
| 1Y | +20.5% | -4.4% | +25.0% | +20.4% |
| 3Y | +101.7% | +100.4% | +1.3% | +72.8% |
| 5Y | +197.7% | +294.3% | -96.6% | +119.2% |
| All | +434.2% | +989.7% | -555.5% | +243.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling