+48.9%
IVZ vs TKO
-2.2%
+51.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +1.8% | +0.9% | +0.9% | +1.6% |
| 3M | +15.7% | -6.2% | +21.9% | +17.0% |
| 6M | +36.3% | -5.6% | +42.0% | +37.2% |
| YTD | +24.9% | -7.8% | +32.8% | +27.2% |
| 1Y | +48.9% | -1.2% | +50.2% | +48.5% |
| All | +48.9% | -2.2% | +51.2% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling