+18.3%
IP vs TROW
+128.2%
-109.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -4.2% |
| 7D | -4.6% | -1.5% | -3.1% | -3.8% |
| 30D | -15.3% | -5.3% | -10.0% | -12.6% |
| 3M | +2.7% | +2.9% | -0.3% | +1.0% |
| 6M | -7.4% | +22.2% | -29.6% | -17.2% |
| YTD | -8.8% | +8.1% | -16.9% | -13.3% |
| 1Y | -22.4% | +5.8% | -28.3% | -25.5% |
| 3Y | +14.2% | +14.0% | +0.2% | +2.7% |
| 5Y | -21.8% | -38.3% | +16.5% | -2.9% |
| 10Y | +18.3% | +131.7% | -113.4% | -31.7% |
| All | +18.3% | +128.2% | -109.9% | -31.7% |
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