+196.5%
IRM vs TKO
+291.2%
-94.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 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% | +20.3% |
| 3Y | +101.7% | +100.4% | +1.3% | +74.9% |
| All | +196.5% | +291.2% | -94.7% | +110.4% |
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