+2,562.9%
IBM vs TROW
+14,513.4%
-11,950.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +4.9% | -0.9% | +5.8% | +5.1% |
| 6M | +16.8% | +8.3% | +8.4% | +13.7% |
| YTD | -14.3% | +10.6% | -24.9% | -17.0% |
| 1Y | -16.7% | +10.5% | -27.3% | -19.3% |
| 3Y | +82.2% | +36.5% | +45.7% | +64.8% |
| 5Y | +149.9% | -37.1% | +187.0% | +171.1% |
| 10Y | +142.6% | +125.2% | +17.4% | +85.3% |
| All | +2,562.9% | +14,513.4% | -11,950.6% | +792.1% |
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