+13.9%
IEMG vs TTWO
-18.4%
+32.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.5% |
| 7D | -3.1% | +7.0% | -10.1% | -3.5% |
| 30D | -10.3% | +2.7% | -13.0% | -10.5% |
| 3M | -6.6% | -13.0% | +6.4% | -5.7% |
| 6M | -3.9% | -7.2% | +3.4% | -4.0% |
| YTD | +12.4% | -18.4% | +30.8% | +13.2% |
| 1Y | +13.9% | -17.2% | +31.1% | +14.3% |
| All | +13.9% | -18.4% | +32.3% | +14.3% |
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 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