+22.4%
IP vs TROW
+130.0%
-107.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.8% | -1.7% | -1.1% | -1.8% |
| 30D | +9.2% | +6.4% | +2.8% | +5.3% |
| 3M | -16.1% | -1.5% | -14.7% | -15.6% |
| 6M | +9.6% | +8.3% | +1.3% | +4.6% |
| YTD | -8.8% | +12.4% | -21.2% | -15.3% |
| 1Y | -5.5% | +12.4% | -17.9% | -12.4% |
| 3Y | +19.6% | +38.3% | -18.7% | -3.5% |
| 5Y | -13.5% | -35.2% | +21.7% | +5.0% |
| 10Y | +22.4% | +128.8% | -106.4% | -29.8% |
| All | +22.4% | +130.0% | -107.6% | -29.8% |
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