+5,291.1%
TTWO vs IVZ
+640.7%
+4,650.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.3% | +1.2% | -3.5% | -2.7% |
| 30D | -16.7% | +1.8% | -18.5% | -17.2% |
| 3M | -0.4% | +15.7% | -16.2% | -5.1% |
| 6M | -1.6% | +36.3% | -38.0% | -10.9% |
| YTD | -17.5% | +24.9% | -42.5% | -23.7% |
| 1Y | -14.8% | +48.9% | -63.8% | -25.2% |
| 3Y | +47.9% | +136.8% | -88.9% | +9.5% |
| 5Y | +34.5% | +60.0% | -25.5% | +8.7% |
| 10Y | +394.0% | +63.4% | +330.6% | +252.3% |
| All | +5,291.1% | +640.7% | +4,650.5% | +1,192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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