+40.9%
TTWO vs IBN
+58.3%
-17.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +0.4% | -3.0% | +3.4% | +1.0% |
| 30D | -11.3% | -1.5% | -9.8% | -11.1% |
| 3M | +1.6% | +7.9% | -6.3% | -0.2% |
| 6M | +2.1% | +8.6% | -6.6% | 0.0% |
| YTD | -15.8% | -0.6% | -15.3% | -16.1% |
| 1Y | -12.6% | -7.3% | -5.3% | -11.6% |
| 3Y | +48.2% | +26.2% | +22.0% | +35.6% |
| All | +40.9% | +58.3% | -17.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling