+4,592.2%
TKO vs IAG
+368.4%
+4,223.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | +0.1% | -4.1% | +4.2% | +0.3% |
| 30D | -2.6% | +10.6% | -13.2% | -3.2% |
| 3M | -7.8% | +35.4% | -43.2% | -9.5% |
| 6M | -7.0% | -9.5% | +2.5% | -7.0% |
| YTD | -8.5% | +21.8% | -30.4% | -10.1% |
| 1Y | -1.3% | +84.1% | -85.4% | -5.2% |
| 3Y | +105.0% | +817.4% | -712.4% | +80.1% |
| 5Y | +292.9% | +830.1% | -537.2% | +239.1% |
| 10Y | +979.3% | +413.8% | +565.5% | +822.8% |
| All | +4,592.2% | +368.4% | +4,223.8% | +3,530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling