+49.2%
TTWO vs IAG
+796.9%
-747.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +3.0% |
| 7D | +1.3% | -4.1% | +5.4% | +1.7% |
| 30D | -13.4% | +10.6% | -24.0% | -14.5% |
| 3M | +3.1% | +35.4% | -32.3% | -0.7% |
| 6M | +3.8% | -9.5% | +13.3% | +3.9% |
| YTD | -15.3% | +21.8% | -37.1% | -18.0% |
| 1Y | -11.1% | +84.1% | -95.2% | -17.9% |
| All | +49.2% | +796.9% | -747.6% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling