+150.1%
IBM vs TROW
-37.1%
+187.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +9.2% | +9.3% | -0.1% | +6.4% |
| 3M | +4.9% | -0.9% | +5.8% | +5.1% |
| 6M | +16.8% | +8.3% | +8.4% | +13.5% |
| YTD | -14.3% | +10.6% | -24.9% | -17.2% |
| 1Y | -16.7% | +10.5% | -27.3% | -19.6% |
| 3Y | +82.2% | +36.5% | +45.7% | +65.3% |
| All | +150.1% | -37.1% | +187.3% | +147.7% |
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