+1,428.5%
IBKR vs TROW
+298.7%
+1,129.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | -1.3% | -3.2% | +1.8% | +0.2% |
| 30D | -0.2% | -4.6% | +4.4% | +2.2% |
| 3M | +3.0% | -0.7% | +3.6% | +3.0% |
| 6M | +33.9% | +22.2% | +11.7% | +20.9% |
| YTD | +42.5% | +6.6% | +35.9% | +37.9% |
| 1Y | +44.9% | +5.8% | +39.0% | +40.6% |
| 3Y | +293.0% | +11.6% | +281.4% | +265.1% |
| 5Y | +497.7% | -38.9% | +536.6% | +615.7% |
| 10Y | +1,004.4% | +128.5% | +875.9% | +557.8% |
| All | +1,428.5% | +298.7% | +1,129.9% | +509.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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