+804.2%
IWM vs TTWO
+3,160.7%
-2,356.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | -2.3% | -13.5% | +11.2% | +0.4% |
| 3M | +4.0% | +0.3% | +3.6% | +3.6% |
| 6M | +17.9% | +0.8% | +17.1% | +17.0% |
| YTD | +20.2% | -16.7% | +36.9% | +23.5% |
| 1Y | +25.0% | -14.3% | +39.2% | +27.5% |
| 3Y | +66.0% | +49.4% | +16.6% | +50.7% |
| 5Y | +40.0% | +33.8% | +6.3% | +27.6% |
| 10Y | +166.9% | +392.8% | -226.0% | +83.1% |
| All | +804.2% | +3,160.7% | -2,356.5% | +283.4% |
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