+313.6%
IVV vs TTWO
+410.0%
-96.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -1.6% | -13.4% | +11.7% | +1.5% |
| 3M | +4.8% | +3.1% | +1.7% | +3.5% |
| 6M | +12.6% | +3.8% | +8.8% | +10.8% |
| YTD | +11.8% | -15.3% | +27.0% | +15.0% |
| 1Y | +17.6% | -11.1% | +28.7% | +19.3% |
| 3Y | +77.0% | +52.0% | +25.1% | +55.8% |
| 5Y | +82.6% | +40.9% | +41.6% | +59.0% |
| All | +313.6% | +410.0% | -96.4% | +195.5% |
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