+3,107.4%
TTWO vs IWF
+720.7%
+2,386.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -2.3% | +0.5% | -2.8% | -2.8% |
| 30D | -16.7% | -1.4% | -15.4% | -15.8% |
| 3M | -0.4% | +0.4% | -0.9% | -1.6% |
| 6M | -1.6% | +8.5% | -10.1% | -9.6% |
| YTD | -17.5% | +3.7% | -21.2% | -20.9% |
| 1Y | -14.8% | +8.5% | -23.3% | -21.9% |
| 3Y | +47.9% | +78.5% | -30.6% | -17.9% |
| 5Y | +34.5% | +73.6% | -39.2% | -25.1% |
| 10Y | +394.0% | +421.3% | -27.3% | -9.6% |
| All | +3,107.4% | +720.7% | +2,386.7% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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