+357.7%
IGV vs TTWO
+406.5%
-48.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -1.5% | -11.3% | +9.8% | +3.3% |
| 3M | +11.7% | +1.6% | +10.1% | +10.1% |
| 6M | +18.4% | +2.1% | +16.4% | +16.5% |
| YTD | -3.9% | -15.8% | +11.9% | +2.2% |
| 1Y | -9.7% | -12.6% | +2.9% | -5.7% |
| 3Y | +38.4% | +48.2% | -9.8% | +13.7% |
| 5Y | +21.6% | +40.0% | -18.4% | -1.2% |
| All | +357.7% | +406.5% | -48.8% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling