-11.1%
TTWO vs IWD
+27.7%
-38.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.9% |
| 7D | +1.3% | -2.3% | +3.7% | +2.4% |
| 30D | -13.4% | -1.8% | -11.6% | -12.7% |
| 3M | +3.1% | +8.0% | -4.9% | 0.0% |
| 6M | +3.8% | +17.0% | -13.2% | -4.0% |
| YTD | -15.3% | +21.3% | -36.5% | -22.7% |
| 1Y | -11.1% | +27.9% | -39.0% | -22.7% |
| All | -11.1% | +27.7% | -38.8% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling