+48.2%
TTWO vs IOVA
+43.8%
+4.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.3% | -0.9% |
| 7D | +0.4% | -2.2% | +2.5% | +0.4% |
| 30D | -11.3% | +27.6% | -38.9% | -12.3% |
| 3M | +1.6% | +117.2% | -115.6% | -2.4% |
| 6M | +2.1% | +77.7% | -75.6% | -1.5% |
| YTD | -15.8% | +215.0% | -230.9% | -21.4% |
| 1Y | -12.6% | +255.4% | -268.0% | -19.1% |
| 3Y | +48.2% | +42.6% | +5.6% | +34.6% |
| All | +48.2% | +43.8% | +4.4% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 3y: compounded portfolio wealth divided by compounded IOVA 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…
3y analysis · Full analysis span regression · 6 months rolling