+938.6%
IGV vs TTWO
+1,713.1%
-774.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.4% |
| 7D | -5.4% | +1.3% | -6.7% | -5.7% |
| 30D | -2.6% | -13.4% | +10.8% | +1.0% |
| 3M | +10.5% | +3.1% | +7.4% | +9.2% |
| 6M | +18.2% | +3.8% | +14.4% | +16.6% |
| YTD | -4.2% | -15.3% | +11.0% | -0.3% |
| 1Y | -9.8% | -11.1% | +1.3% | -7.5% |
| 3Y | +39.1% | +52.0% | -12.8% | +22.9% |
| 5Y | +21.2% | +40.9% | -19.7% | +7.4% |
| 10Y | +361.5% | +407.6% | -46.1% | +196.9% |
| All | +938.6% | +1,713.1% | -774.6% | +305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling