+22.8%
IGV vs TROW
-38.6%
+61.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -3.0% | -2.4% | -3.7% |
| 30D | -2.6% | -5.5% | +2.8% | +0.6% |
| 3M | +10.5% | +2.3% | +8.3% | +8.6% |
| 6M | +18.2% | +23.9% | -5.7% | +3.6% |
| YTD | -4.2% | +7.9% | -12.1% | -9.3% |
| 1Y | -9.8% | +6.1% | -15.9% | -14.0% |
| 3Y | +39.1% | +13.8% | +25.3% | +23.5% |
| All | +22.8% | -38.6% | +61.4% | +55.3% |
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