+2,263.8%
ICE vs TROW
+496.5%
+1,767.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | +5.0% | -4.0% | +9.0% | +7.5% |
| 3M | +13.9% | +5.0% | +8.9% | +10.0% |
| 6M | -4.4% | +24.3% | -28.7% | -16.6% |
| YTD | -1.9% | +9.8% | -11.7% | -8.4% |
| 1Y | -8.1% | +6.4% | -14.6% | -12.9% |
| 3Y | +42.5% | +15.8% | +26.7% | +22.5% |
| 5Y | +40.6% | -37.3% | +77.9% | +65.2% |
| 10Y | +217.1% | +130.6% | +86.5% | +39.1% |
| All | +2,263.8% | +496.5% | +1,767.3% | +416.1% |
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