+37.9%
IWM vs TTWO
+39.3%
-1.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -4.6% | -11.3% | +6.8% | -1.7% |
| 3M | -0.3% | +1.6% | -1.9% | -1.3% |
| 6M | +14.7% | +2.1% | +12.7% | +12.9% |
| YTD | +17.8% | -15.8% | +33.7% | +21.9% |
| 1Y | +21.2% | -12.6% | +33.8% | +23.8% |
| 3Y | +62.3% | +48.2% | +14.1% | +40.0% |
| All | +37.9% | +39.3% | -1.4% | +13.2% |
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