+83.0%
IVV vs TTWO
+34.8%
+48.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | +0.5% | -1.6% | +2.1% | +0.8% |
| 30D | -1.0% | -13.5% | +12.5% | +2.1% |
| 3M | +3.9% | +0.3% | +3.5% | +3.3% |
| 6M | +14.5% | +0.8% | +13.7% | +13.3% |
| YTD | +12.9% | -16.7% | +29.6% | +16.6% |
| 1Y | +19.4% | -14.3% | +33.6% | +22.2% |
| 3Y | +78.8% | +49.4% | +29.4% | +57.3% |
| All | +83.0% | +34.8% | +48.2% | +53.9% |
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