+2,244.9%
ICE vs TTWO
+1,069.8%
+1,175.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.9% | -2.3% | +1.5% | -0.3% |
| 30D | +4.0% | -16.7% | +20.7% | +8.8% |
| 3M | +11.0% | -0.4% | +11.4% | +10.7% |
| 6M | -5.0% | -1.6% | -3.3% | -5.1% |
| YTD | -2.7% | -17.5% | +14.8% | +1.3% |
| 1Y | -8.6% | -14.8% | +6.2% | -5.9% |
| 3Y | +41.4% | +47.9% | -6.5% | +23.8% |
| 5Y | +39.9% | +34.5% | +5.4% | +21.7% |
| 10Y | +214.9% | +394.0% | -179.1% | +75.5% |
| All | +2,244.9% | +1,069.8% | +1,175.1% | +775.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling