+62.8%
IVZ vs TKO
+312.5%
-249.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.2% | -3.7% |
| 7D | +1.1% | +7.2% | -6.1% | -1.0% |
| 30D | +3.1% | +4.7% | -1.6% | +1.5% |
| 3M | +18.2% | -3.2% | +21.4% | +18.5% |
| 6M | +38.6% | -2.9% | +41.5% | +38.6% |
| YTD | +25.9% | -5.8% | +31.7% | +26.8% |
| 1Y | +51.7% | -1.1% | +52.7% | +50.0% |
| 3Y | +138.7% | +111.1% | +27.6% | +87.7% |
| 5Y | +62.8% | +315.6% | -252.8% | -16.6% |
| All | +62.8% | +312.5% | -249.8% | -16.6% |
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