+34.5%
TTWO vs IWD
+72.9%
-38.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -2.3% | -1.2% | -1.1% | -1.4% |
| 30D | -16.7% | -1.6% | -15.1% | -15.6% |
| 3M | -0.4% | +7.0% | -7.4% | -5.7% |
| 6M | -1.6% | +17.0% | -18.6% | -13.6% |
| YTD | -17.5% | +21.6% | -39.2% | -29.9% |
| 1Y | -14.8% | +28.0% | -42.8% | -30.7% |
| 3Y | +47.9% | +70.6% | -22.7% | -8.1% |
| 5Y | +34.5% | +73.3% | -38.9% | -18.2% |
| All | +34.5% | +72.9% | -38.5% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling