+432.8%
IVZ vs TKO
+1,366.4%
-933.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +18.2% | -7.8% | +26.0% | +20.3% |
| 6M | +32.8% | -13.3% | +46.1% | +37.6% |
| YTD | +28.7% | -10.3% | +39.0% | +31.6% |
| 1Y | +55.4% | -0.6% | +56.0% | +53.4% |
| 3Y | +135.2% | +88.5% | +46.7% | +86.7% |
| 5Y | +64.2% | +284.7% | -220.5% | +2.5% |
| 10Y | +64.6% | +905.7% | -841.1% | -30.5% |
| All | +432.8% | +1,366.4% | -933.5% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling