+2,383.6%
IBM vs TROW
+14,398.8%
-12,015.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -1.5% | -4.0% | +2.5% | -0.4% |
| 3M | -16.8% | +5.0% | -21.8% | -18.2% |
| 6M | -9.0% | +24.3% | -33.3% | -14.7% |
| YTD | -20.1% | +9.8% | -29.8% | -22.3% |
| 1Y | -7.0% | +6.4% | -13.5% | -9.0% |
| 3Y | +72.4% | +15.8% | +56.6% | +62.9% |
| 5Y | +112.0% | -37.3% | +149.3% | +130.0% |
| 10Y | +131.6% | +130.6% | +0.9% | +75.9% |
| All | +2,383.6% | +14,398.8% | -12,015.1% | +734.6% |
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