+40.9%
TTWO vs IOVA
-66.4%
+107.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.0% |
| 7D | +1.3% | -6.4% | +7.8% | +1.7% |
| 30D | -13.4% | +25.4% | -38.8% | -14.8% |
| 3M | +3.1% | +115.3% | -112.3% | -2.9% |
| 6M | +3.8% | +56.5% | -52.8% | -0.8% |
| YTD | -15.3% | +198.2% | -213.4% | -23.0% |
| 1Y | -11.1% | +242.0% | -253.1% | -20.5% |
| 3Y | +52.0% | +36.8% | +15.2% | +33.8% |
| 5Y | +40.9% | -64.3% | +105.2% | +34.2% |
| All | +40.9% | -66.4% | +107.4% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling