+945.1%
IGV vs TROW
+1,170.0%
-224.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -1.5% | -1.5% | 0.0% | -0.8% |
| 30D | -3.0% | -5.3% | +2.3% | -0.4% |
| 3M | +9.6% | +2.9% | +6.6% | +7.7% |
| 6M | +16.1% | +22.2% | -6.1% | +4.6% |
| YTD | -3.6% | +8.1% | -11.7% | -7.9% |
| 1Y | -7.8% | +5.8% | -13.7% | -11.2% |
| 3Y | +40.0% | +14.0% | +26.0% | +27.7% |
| 5Y | +21.2% | -38.3% | +59.5% | +46.7% |
| 10Y | +364.4% | +131.7% | +232.7% | +183.4% |
| All | +945.1% | +1,170.0% | -224.9% | +56.3% |
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 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