+76.3%
IWF vs TKO
+102.7%
-26.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.9% | +2.3% | -3.2% | -1.3% |
| 30D | -1.7% | -2.5% | +0.7% | -1.4% |
| 3M | +0.7% | -10.6% | +11.3% | +2.4% |
| 6M | +8.6% | -5.1% | +13.6% | +9.0% |
| YTD | +3.5% | -8.2% | +11.7% | +4.4% |
| 1Y | +7.0% | -4.4% | +11.5% | +6.8% |
| 3Y | +76.3% | +100.4% | -24.0% | +57.4% |
| All | +76.3% | +102.7% | -26.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling