+40.9%
TTWO vs IJR
+39.9%
+1.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +0.4% | -2.2% | +2.5% | +1.5% |
| 30D | -11.3% | -4.6% | -6.7% | -9.2% |
| 3M | +1.6% | +0.2% | +1.4% | +1.4% |
| 6M | +2.1% | +14.7% | -12.6% | -5.3% |
| YTD | -15.8% | +18.9% | -34.7% | -23.4% |
| 1Y | -12.6% | +19.9% | -32.5% | -21.1% |
| 3Y | +48.2% | +53.0% | -4.8% | +12.9% |
| All | +40.9% | +39.9% | +1.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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