+44.7%
IBKR vs TTWO
-10.0%
+54.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -3.3% | -8.8% | +5.5% | -0.1% |
| 30D | +4.5% | -8.6% | +13.1% | +7.5% |
| 3M | +6.5% | -0.9% | +7.4% | +5.2% |
| 6M | +34.2% | -0.5% | +34.7% | +31.4% |
| YTD | +44.5% | -16.1% | +60.6% | +47.0% |
| 1Y | +44.7% | -10.8% | +55.5% | +42.6% |
| All | +44.7% | -10.0% | +54.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling