+32.8%
IVZ vs TKO
-14.6%
+47.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +4.0% | +1.6% | +2.4% | +3.6% |
| 3M | +18.2% | -7.8% | +26.0% | +19.5% |
| 6M | +32.8% | -13.3% | +46.1% | +40.1% |
| All | +32.8% | -14.6% | +47.4% | +40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling