+77.6%
IVV vs TKO
+108.0%
-30.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.3% |
| 7D | +0.5% | +7.2% | -6.7% | -0.5% |
| 30D | -1.0% | +4.7% | -5.7% | -1.7% |
| 3M | +3.9% | -3.2% | +7.1% | +4.1% |
| 6M | +14.5% | -2.9% | +17.4% | +14.5% |
| YTD | +12.9% | -5.8% | +18.7% | +13.2% |
| 1Y | +19.4% | -1.1% | +20.4% | +18.5% |
| All | +77.6% | +108.0% | -30.4% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling