+766.3%
IVV vs TTWO
+2,822.0%
-2,055.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.8% |
| 7D | -0.9% | +10.7% | -11.6% | -2.6% |
| 30D | -2.3% | +10.8% | -13.1% | -4.1% |
| 3M | -1.2% | -7.7% | +6.5% | -0.3% |
| 6M | +3.3% | +4.4% | -1.1% | +2.0% |
| YTD | +12.3% | -9.7% | +22.0% | +13.1% |
| 1Y | +12.5% | -3.9% | +16.4% | +12.2% |
| 3Y | +79.2% | +56.4% | +22.7% | +64.3% |
| 5Y | +75.6% | +24.6% | +51.1% | +64.2% |
| 10Y | +313.4% | +382.4% | -69.0% | +209.9% |
| All | +766.3% | +2,822.0% | -2,055.6% | +348.4% |
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