+76.9%
IVV vs TTWO
+47.8%
+29.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -0.4% | -2.3% | +2.0% | +0.1% |
| 30D | -1.4% | -16.7% | +15.4% | +2.0% |
| 3M | +3.7% | -0.4% | +4.1% | +3.3% |
| 6M | +13.0% | -1.6% | +14.7% | +12.4% |
| YTD | +12.4% | -17.5% | +30.0% | +16.0% |
| 1Y | +18.6% | -14.8% | +33.4% | +21.2% |
| All | +76.9% | +47.8% | +29.1% | +57.3% |
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 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