+46.7%
TTWO vs IWD
+70.9%
-24.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -13.5% | -0.8% | -12.7% | -13.0% |
| 3M | +0.3% | +8.0% | -7.7% | -4.4% |
| 6M | +0.8% | +18.2% | -17.3% | -9.7% |
| YTD | -16.7% | +22.3% | -39.0% | -27.2% |
| 1Y | -14.3% | +28.9% | -43.1% | -27.8% |
| All | +46.7% | +70.9% | -24.2% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling