+2,389.3%
TTWO vs IBB
+560.8%
+1,828.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.8% |
| 7D | -8.8% | +1.4% | -10.2% | -9.6% |
| 30D | -8.6% | +10.5% | -19.1% | -14.3% |
| 3M | -0.9% | +23.6% | -24.5% | -13.4% |
| 6M | -0.5% | +22.6% | -23.1% | -13.0% |
| YTD | -16.1% | +25.7% | -41.8% | -27.9% |
| 1Y | -10.8% | +51.4% | -62.2% | -31.7% |
| 3Y | +51.4% | +64.4% | -13.0% | +7.7% |
| 5Y | +33.7% | +22.1% | +11.6% | +12.5% |
| 10Y | +380.3% | +132.5% | +247.8% | +159.9% |
| All | +2,389.3% | +560.8% | +1,828.5% | +427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling