+212.6%
IEFA vs TTWO
+1,837.7%
-1,625.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | -1.5% | -11.3% | +9.8% | +0.4% |
| 3M | +3.4% | +1.6% | +1.8% | +2.8% |
| 6M | +9.5% | +2.1% | +7.4% | +8.5% |
| YTD | +13.0% | -15.8% | +28.9% | +15.5% |
| 1Y | +18.0% | -12.6% | +30.6% | +19.6% |
| 3Y | +65.4% | +48.2% | +17.1% | +51.4% |
| 5Y | +51.6% | +40.0% | +11.6% | +37.2% |
| 10Y | +146.7% | +404.1% | -257.4% | +73.5% |
| All | +212.6% | +1,837.7% | -1,625.1% | +84.3% |
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