+398.3%
TTWO vs IBB
+125.2%
+273.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.5% |
| 7D | +1.3% | -5.2% | +6.5% | +4.2% |
| 30D | -13.4% | +1.5% | -14.8% | -14.5% |
| 3M | +3.1% | +22.1% | -19.1% | -8.0% |
| 6M | +3.8% | +17.7% | -14.0% | -5.9% |
| YTD | -15.3% | +20.2% | -35.4% | -24.1% |
| 1Y | -11.1% | +44.4% | -55.5% | -28.2% |
| 3Y | +52.0% | +61.1% | -9.1% | +12.9% |
| 5Y | +40.9% | +18.5% | +22.4% | +23.3% |
| All | +398.3% | +125.2% | +273.1% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling