+715.1%
IWD vs TKO
+2,632.7%
-1,917.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -1.6% | +0.9% | -2.5% | -1.9% |
| 3M | +7.0% | -6.2% | +13.2% | +7.9% |
| 6M | +17.0% | -5.6% | +22.6% | +17.6% |
| YTD | +21.6% | -7.8% | +29.5% | +22.5% |
| 1Y | +28.0% | -1.2% | +29.2% | +27.1% |
| 3Y | +70.6% | +106.5% | -36.0% | +44.8% |
| 5Y | +73.3% | +310.4% | -237.0% | +27.1% |
| 10Y | +200.5% | +987.5% | -787.0% | +71.6% |
| All | +715.1% | +2,632.7% | -1,917.6% | +201.8% |
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