+144.0%
IVZ vs TKO
+95.1%
+49.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | +4.0% | +1.6% | +2.4% | +3.4% |
| 3M | +18.2% | -7.8% | +26.0% | +20.0% |
| 6M | +32.8% | -13.3% | +46.1% | +37.1% |
| YTD | +28.7% | -10.3% | +39.0% | +31.4% |
| 1Y | +55.4% | -0.6% | +56.0% | +53.5% |
| All | +144.0% | +95.1% | +49.0% | +117.1% |
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