+82.3%
IVV vs TKO
+306.8%
-224.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -0.4% | +0.7% | -1.0% | -0.5% |
| 30D | -1.4% | +0.9% | -2.2% | -1.6% |
| 3M | +3.7% | -6.2% | +9.9% | +4.5% |
| 6M | +13.0% | -5.6% | +18.7% | +13.6% |
| YTD | +12.4% | -7.8% | +20.3% | +13.2% |
| 1Y | +18.6% | -1.2% | +19.8% | +17.7% |
| 3Y | +78.1% | +106.5% | -28.4% | +53.5% |
| 5Y | +82.3% | +310.4% | -228.1% | +23.3% |
| All | +82.3% | +306.8% | -224.5% | +23.3% |
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 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