+956.1%
TTWO vs IAG
+378.9%
+577.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -2.3% | +1.7% | -4.0% | -2.5% |
| 30D | -16.7% | +11.4% | -28.2% | -17.7% |
| 3M | -0.4% | +33.0% | -33.5% | -3.4% |
| 6M | -1.6% | -6.0% | +4.4% | -2.0% |
| YTD | -17.5% | +24.6% | -42.1% | -20.2% |
| 1Y | -14.8% | +105.0% | -119.8% | -21.6% |
| 3Y | +47.9% | +837.9% | -790.0% | +15.6% |
| 5Y | +34.5% | +817.0% | -782.5% | +1.6% |
| 10Y | +394.0% | +425.3% | -31.3% | +266.7% |
| All | +956.1% | +378.9% | +577.2% | +571.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling