-10.8%
TTWO vs IYR
+8.4%
-19.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -8.8% | -1.2% | -7.5% | -8.8% |
| 30D | -8.6% | -2.9% | -5.8% | -8.6% |
| 3M | -0.9% | +0.8% | -1.7% | -0.9% |
| 6M | -0.5% | +1.9% | -2.4% | -1.7% |
| YTD | -16.1% | +9.6% | -25.8% | -17.5% |
| 1Y | -10.8% | +8.1% | -18.9% | -11.8% |
| All | -10.8% | +8.4% | -19.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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