+394.9%
TTWO vs IYR
+69.7%
+325.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +0.4% | -1.4% | +1.7% | +1.0% |
| 30D | -11.3% | -2.7% | -8.7% | -10.3% |
| 3M | +1.6% | -2.1% | +3.7% | +2.4% |
| 6M | +2.1% | +3.6% | -1.5% | -0.1% |
| YTD | -15.8% | +8.1% | -24.0% | -19.4% |
| 1Y | -12.6% | +4.7% | -17.3% | -15.1% |
| 3Y | +48.2% | +29.1% | +19.1% | +28.7% |
| 5Y | +40.0% | +6.9% | +33.0% | +32.2% |
| All | +394.9% | +69.7% | +325.2% | +263.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling