+143.8%
IBM vs TROW
+130.0%
+13.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.1% | +4.4% |
| 7D | +3.6% | -3.2% | +6.8% | +4.8% |
| 30D | +3.1% | -4.6% | +7.7% | +5.0% |
| 3M | -10.8% | -0.7% | -10.2% | -11.2% |
| 6M | -0.8% | +22.2% | -23.0% | -9.1% |
| YTD | -16.2% | +6.6% | -22.8% | -18.9% |
| 1Y | -2.9% | +5.8% | -8.7% | -5.8% |
| 3Y | +79.8% | +11.6% | +68.2% | +67.2% |
| 5Y | +124.9% | -38.9% | +163.8% | +162.9% |
| All | +143.8% | +130.0% | +13.8% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling