+213.7%
ICE vs TTWO
+406.5%
-192.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +4.0% | -11.3% | +15.3% | +6.2% |
| 3M | +13.7% | +1.6% | +12.1% | +13.1% |
| 6M | +0.9% | +2.1% | -1.1% | +0.1% |
| YTD | -2.1% | -15.8% | +13.7% | +0.3% |
| 1Y | -9.5% | -12.6% | +3.1% | -8.0% |
| 3Y | +42.1% | +48.2% | -6.1% | +29.4% |
| 5Y | +41.4% | +40.0% | +1.4% | +27.2% |
| All | +213.7% | +406.5% | -192.8% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling