+39.6%
IWM vs TKO
+306.5%
-267.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -3.1% | +0.9% | -4.0% | -3.4% |
| 3M | +2.2% | -6.2% | +8.4% | +3.3% |
| 6M | +15.1% | -5.6% | +20.7% | +15.9% |
| YTD | +18.6% | -7.8% | +26.4% | +19.8% |
| 1Y | +24.0% | -1.2% | +25.2% | +22.9% |
| 3Y | +63.7% | +106.5% | -42.8% | +34.7% |
| All | +39.6% | +306.5% | -267.0% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling