+55.4%
IOT vs TROW
-30.8%
+86.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.8% |
| 7D | -4.5% | -3.2% | -1.3% | -1.9% |
| 30D | -2.4% | -4.6% | +2.2% | +1.5% |
| 3M | +19.0% | -0.7% | +19.6% | +18.7% |
| 6M | +19.6% | +22.2% | -2.6% | -0.9% |
| YTD | +8.3% | +6.6% | +1.6% | 0.0% |
| 1Y | -0.8% | +5.8% | -6.6% | -7.6% |
| 3Y | +24.4% | +11.6% | +12.8% | +5.5% |
| All | +55.4% | -30.8% | +86.2% | +137.2% |
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