-13.6%
IP vs TROW
-37.1%
+23.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +7.9% | +9.3% | -1.4% | +3.6% |
| 3M | -15.3% | -0.9% | -14.4% | -15.0% |
| 6M | +10.5% | +8.3% | +2.2% | +6.6% |
| YTD | -9.4% | +10.6% | -20.0% | -13.9% |
| 1Y | -4.6% | +10.5% | -15.2% | -9.4% |
| 3Y | +21.2% | +36.5% | -15.3% | +3.5% |
| All | -13.6% | -37.1% | +23.5% | -13.6% |
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