+394.9%
TTWO vs IJH
+184.0%
+210.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +0.4% | -1.9% | +2.2% | +1.4% |
| 30D | -11.3% | -4.6% | -6.7% | -9.0% |
| 3M | +1.6% | -1.2% | +2.8% | +2.2% |
| 6M | +2.1% | +9.4% | -7.3% | -3.4% |
| YTD | -15.8% | +13.3% | -29.2% | -22.0% |
| 1Y | -12.6% | +13.4% | -26.0% | -19.1% |
| 3Y | +48.2% | +50.4% | -2.2% | +15.0% |
| 5Y | +40.0% | +49.0% | -9.0% | +8.5% |
| All | +394.9% | +184.0% | +210.9% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling