+83.3%
IEMG vs TTWO
+50.8%
+32.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +1.9% | -11.3% | +13.2% | +3.7% |
| 3M | +1.4% | +1.6% | -0.2% | +0.6% |
| 6M | +15.2% | +2.1% | +13.1% | +13.7% |
| YTD | +23.8% | -15.8% | +39.7% | +26.4% |
| 1Y | +30.7% | -12.6% | +43.3% | +32.3% |
| 3Y | +83.3% | +48.2% | +35.1% | +65.8% |
| All | +83.3% | +50.8% | +32.5% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling