+293.0%
IBKR vs TTWO
+50.8%
+242.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -0.2% | -11.3% | +11.1% | +3.6% |
| 3M | +3.0% | +1.6% | +1.4% | +1.5% |
| 6M | +33.9% | +2.1% | +31.8% | +31.6% |
| YTD | +42.5% | -15.8% | +58.3% | +47.8% |
| 1Y | +44.9% | -12.6% | +57.5% | +48.2% |
| 3Y | +293.0% | +48.2% | +244.8% | +263.2% |
| All | +293.0% | +50.8% | +242.2% | +263.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling