+760.2%
IVV vs TTWO
+2,777.9%
-2,017.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +6.0% | -3.5% | +1.6% |
| 30D | -2.0% | +13.2% | -15.2% | -4.0% |
| 3M | -2.8% | -5.8% | +3.1% | -2.2% |
| 6M | +2.2% | +0.4% | +1.8% | +1.5% |
| YTD | +11.5% | -11.0% | +22.5% | +12.6% |
| 1Y | +13.5% | -4.1% | +17.6% | +13.2% |
| 3Y | +78.1% | +51.8% | +26.3% | +64.1% |
| 5Y | +73.1% | +21.3% | +51.8% | +62.4% |
| 10Y | +310.4% | +375.1% | -64.7% | +208.4% |
| All | +760.2% | +2,777.9% | -2,017.7% | +346.3% |
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 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