+213.7%
ICE vs TROW
+130.0%
+83.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -2.4% | -3.2% | +0.8% | -1.2% |
| 30D | +4.0% | -4.6% | +8.6% | +5.8% |
| 3M | +13.7% | -0.7% | +14.3% | +13.6% |
| 6M | +0.9% | +22.2% | -21.3% | -6.7% |
| YTD | -2.1% | +6.6% | -8.8% | -5.1% |
| 1Y | -9.5% | +5.8% | -15.3% | -12.1% |
| 3Y | +42.1% | +11.6% | +30.5% | +31.9% |
| 5Y | +41.4% | -38.9% | +80.3% | +62.1% |
| All | +213.7% | +130.0% | +83.6% | +99.4% |
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