+166.4%
IWM vs TKO
+989.7%
-823.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | -4.6% | -2.5% | -2.1% | -4.1% |
| 3M | -0.3% | -10.6% | +10.3% | +2.0% |
| 6M | +14.7% | -5.1% | +19.8% | +15.4% |
| YTD | +17.8% | -8.2% | +26.1% | +19.2% |
| 1Y | +21.2% | -4.4% | +25.7% | +21.2% |
| 3Y | +62.3% | +100.4% | -38.0% | +33.0% |
| 5Y | +38.7% | +294.3% | -255.6% | -6.6% |
| All | +166.4% | +989.7% | -823.3% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling