+40.9%
TTWO vs IAG
+820.9%
-780.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.4% | -1.1% | +1.4% | +0.4% |
| 30D | -11.3% | +12.1% | -23.4% | -12.4% |
| 3M | +1.6% | +25.5% | -23.9% | -0.8% |
| 6M | +2.1% | -7.1% | +9.2% | +1.9% |
| YTD | -15.8% | +22.9% | -38.7% | -18.2% |
| 1Y | -12.6% | +83.3% | -96.0% | -18.2% |
| 3Y | +48.2% | +808.5% | -760.3% | +20.5% |
| All | +40.9% | +820.9% | -780.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling