+45.2%
TTWO vs IBB
+63.1%
-17.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.3% | -3.9% | +1.6% | -1.2% |
| 30D | -16.7% | +2.7% | -19.5% | -17.7% |
| 3M | -0.4% | +21.4% | -21.8% | -6.9% |
| 6M | -1.6% | +20.1% | -21.7% | -7.9% |
| YTD | -17.5% | +21.9% | -39.4% | -23.2% |
| 1Y | -14.8% | +44.1% | -58.9% | -25.4% |
| All | +45.2% | +63.1% | -17.9% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling