+361.3%
IVZ vs TKO
+1,479.1%
-1,117.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -2.8% | +3.1% | -5.9% | -3.6% |
| 30D | -2.2% | +15.0% | -17.2% | -6.1% |
| 3M | -8.1% | +2.9% | -11.0% | -9.1% |
| 6M | +3.8% | +9.0% | -5.2% | +0.2% |
| YTD | +11.5% | -3.4% | +14.9% | +11.3% |
| 1Y | +23.7% | +12.8% | +10.9% | +17.6% |
| 3Y | +145.8% | +158.0% | -12.2% | +78.2% |
| 5Y | +36.1% | +285.4% | -249.2% | -15.1% |
| 10Y | +42.4% | +1,160.4% | -1,117.9% | -43.8% |
| All | +361.3% | +1,479.1% | -1,117.8% | +3.8% |
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