+776.1%
IVV vs TTWO
+2,612.0%
-1,835.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | -8.8% | +8.9% | +1.5% |
| 30D | +0.1% | -8.6% | +8.7% | +1.4% |
| 3M | +2.0% | -0.9% | +2.9% | +1.9% |
| 6M | +13.0% | -0.5% | +13.5% | +12.6% |
| YTD | +13.6% | -16.1% | +29.7% | +16.0% |
| 1Y | +20.1% | -10.8% | +30.9% | +21.3% |
| 3Y | +77.6% | +51.4% | +26.2% | +64.0% |
| 5Y | +82.5% | +33.7% | +48.8% | +69.1% |
| 10Y | +316.5% | +380.3% | -63.8% | +213.2% |
| All | +776.1% | +2,612.0% | -1,835.9% | +360.0% |
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