+279.2%
TKO vs IAG
+820.9%
-541.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | +2.3% | -1.1% | +3.4% | +2.4% |
| 30D | -2.5% | +12.1% | -14.6% | -3.4% |
| 3M | -10.6% | +25.5% | -36.1% | -12.6% |
| 6M | -5.1% | -7.1% | +2.1% | -5.2% |
| YTD | -8.2% | +22.9% | -31.1% | -10.7% |
| 1Y | -4.4% | +83.3% | -87.8% | -10.1% |
| 3Y | +100.4% | +808.5% | -708.1% | +66.7% |
| All | +279.2% | +820.9% | -541.7% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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