+2,246.1%
TTWO vs IBN
+1,463.9%
+782.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -2.3% | -5.1% | +2.8% | -1.3% |
| 30D | -16.7% | -3.5% | -13.2% | -16.2% |
| 3M | -0.4% | +11.3% | -11.7% | -2.6% |
| 6M | -1.6% | +4.4% | -6.1% | -2.6% |
| YTD | -17.5% | -1.8% | -15.7% | -17.5% |
| 1Y | -14.8% | -8.0% | -6.8% | -13.8% |
| 3Y | +47.9% | +27.1% | +20.8% | +39.1% |
| 5Y | +34.5% | +54.5% | -20.0% | +20.7% |
| 10Y | +394.0% | +314.2% | +79.8% | +240.5% |
| All | +2,246.1% | +1,463.9% | +782.2% | +970.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling