+3,161.3%
TTWO vs IWD
+726.5%
+2,434.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.9% |
| 7D | -8.8% | -0.3% | -8.5% | -8.6% |
| 30D | -8.6% | +0.6% | -9.2% | -9.1% |
| 3M | -0.9% | +7.2% | -8.1% | -6.9% |
| 6M | -0.5% | +16.2% | -16.7% | -13.2% |
| YTD | -16.1% | +23.3% | -39.5% | -30.6% |
| 1Y | -10.8% | +29.6% | -40.4% | -29.4% |
| 3Y | +51.4% | +70.5% | -19.1% | -7.0% |
| 5Y | +33.7% | +73.5% | -39.8% | -19.2% |
| 10Y | +380.3% | +198.3% | +182.0% | +64.9% |
| All | +3,161.3% | +726.5% | +2,434.8% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling