+51.8%
TTWO vs IBB
+86.1%
-34.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +6.0% | -0.5% | +6.6% | +6.1% |
| 30D | +13.2% | +4.6% | +8.7% | +11.4% |
| 3M | -5.8% | +6.8% | -12.6% | -8.3% |
| 6M | +0.4% | +23.1% | -22.7% | -6.8% |
| YTD | -11.0% | +26.0% | -37.0% | -18.2% |
| 1Y | -4.1% | +30.4% | -34.5% | -13.0% |
| 3Y | +51.8% | +85.4% | -33.6% | +17.1% |
| All | +51.8% | +86.1% | -34.3% | +17.1% |
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