+38.3%
IEMG vs TTWO
-10.0%
+48.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.2% | -8.8% | +11.0% | +3.1% |
| 30D | +4.6% | -8.6% | +13.2% | +5.3% |
| 3M | +0.4% | -0.9% | +1.3% | -0.2% |
| 6M | +16.4% | -0.5% | +16.9% | +14.9% |
| YTD | +25.4% | -16.1% | +41.6% | +27.0% |
| 1Y | +38.3% | -10.8% | +49.1% | +39.6% |
| All | +38.3% | -10.0% | +48.3% | +39.6% |
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