+2,655.2%
TTWO vs IYR
+683.6%
+1,971.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | +1.3% | -2.8% | +4.2% | +2.8% |
| 30D | -13.4% | -2.5% | -10.9% | -12.3% |
| 3M | +3.1% | -3.0% | +6.0% | +4.5% |
| 6M | +3.8% | +1.6% | +2.1% | +2.4% |
| YTD | -15.3% | +7.3% | -22.6% | -18.8% |
| 1Y | -11.1% | +5.6% | -16.7% | -14.2% |
| 3Y | +52.0% | +28.1% | +23.8% | +31.0% |
| 5Y | +40.9% | +6.1% | +34.8% | +33.2% |
| 10Y | +407.6% | +67.7% | +340.0% | +262.7% |
| All | +2,655.2% | +683.6% | +1,971.7% | +609.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling