+5,401.7%
TTWO vs IFF
+314.0%
+5,087.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.4% | -3.2% | +3.5% | +1.3% |
| 30D | -11.3% | -0.3% | -11.0% | -11.3% |
| 3M | +1.6% | +8.4% | -6.8% | -1.3% |
| 6M | +2.1% | +23.0% | -21.0% | -5.8% |
| YTD | -15.8% | +25.5% | -41.3% | -23.4% |
| 1Y | -12.6% | +29.1% | -41.7% | -21.3% |
| 3Y | +48.2% | +31.7% | +16.6% | +29.8% |
| 5Y | +40.0% | -35.2% | +75.2% | +50.1% |
| 10Y | +404.1% | -20.7% | +424.9% | +372.4% |
| All | +5,401.7% | +314.0% | +5,087.7% | +3,469.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling