+40.9%
TTWO vs IEF
-9.5%
+50.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | -11.3% | -1.7% | -9.6% | -10.9% |
| 3M | +1.6% | -2.5% | +4.1% | +2.2% |
| 6M | +2.1% | -3.3% | +5.3% | +2.9% |
| YTD | -15.8% | -2.8% | -13.0% | -15.3% |
| 1Y | -12.6% | -2.7% | -9.9% | -12.0% |
| 3Y | +48.2% | +8.9% | +39.3% | +43.8% |
| All | +40.9% | -9.5% | +50.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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