-17.2%
TTWO vs IFF
+44.8%
-62.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.9% | +12.0% | +6.8% |
| 7D | +7.0% | -3.3% | +10.3% | +6.7% |
| 30D | +2.7% | +5.3% | -2.6% | +2.8% |
| 3M | -13.0% | +8.9% | -21.9% | -12.7% |
| 6M | -7.2% | +26.3% | -33.6% | -6.1% |
| YTD | -18.4% | +32.2% | -50.6% | -19.6% |
| 1Y | -17.2% | +45.8% | -63.0% | -21.8% |
| All | -17.2% | +44.8% | -62.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling