+120.6%
IBM vs TROW
-38.1%
+158.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.8% |
| 7D | +3.6% | -1.5% | +5.1% | +4.0% |
| 30D | +1.5% | -5.3% | +6.8% | +3.1% |
| 3M | -12.9% | +2.9% | -15.9% | -14.0% |
| 6M | -3.9% | +22.2% | -26.1% | -9.8% |
| YTD | -17.3% | +8.1% | -25.4% | -19.6% |
| 1Y | -5.0% | +5.8% | -10.8% | -7.1% |
| 3Y | +78.2% | +14.0% | +64.2% | +68.6% |
| 5Y | +120.6% | -38.3% | +158.9% | +126.7% |
| All | +120.6% | -38.1% | +158.7% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling