+22.8%
IGV vs TTWO
+40.3%
-17.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.8% |
| 7D | -5.4% | +1.3% | -6.7% | -5.9% |
| 30D | -2.6% | -13.4% | +10.8% | +3.2% |
| 3M | +10.5% | +3.1% | +7.4% | +8.2% |
| 6M | +18.2% | +3.8% | +14.4% | +15.3% |
| YTD | -4.2% | -15.3% | +11.0% | +1.3% |
| 1Y | -9.8% | -11.1% | +1.3% | -6.8% |
| 3Y | +39.1% | +52.0% | -12.8% | +12.7% |
| All | +22.8% | +40.3% | -17.6% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling