+37.3%
IVZ vs TKO
+263.8%
-226.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.5% | +2.2% | +5.4% |
| 7D | +4.1% | +7.8% | -3.7% | +2.0% |
| 30D | -2.0% | +12.2% | -14.2% | -5.2% |
| 3M | -7.8% | +7.5% | -15.3% | -10.0% |
| 6M | +6.3% | +7.7% | -1.4% | +2.9% |
| YTD | +12.6% | -3.3% | +15.9% | +12.5% |
| 1Y | +27.6% | +11.1% | +16.5% | +21.9% |
| 3Y | +154.0% | +141.0% | +13.0% | +93.6% |
| 5Y | +37.3% | +278.8% | -241.5% | -24.1% |
| All | +37.3% | +263.8% | -226.5% | -24.1% |
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 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