+336.0%
IR vs TROW
+119.8%
+216.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.7% |
| 7D | +2.5% | +0.5% | +2.0% | +2.2% |
| 30D | +9.2% | +9.3% | -0.2% | +3.4% |
| 3M | +0.9% | -0.9% | +1.9% | +1.2% |
| 6M | +19.2% | +8.3% | +10.9% | +12.9% |
| YTD | +7.5% | +10.6% | -3.2% | -0.1% |
| 1Y | +11.7% | +10.5% | +1.2% | +3.9% |
| 3Y | +23.9% | +36.5% | -12.6% | +0.5% |
| 5Y | +46.4% | -37.1% | +83.4% | +81.7% |
| All | +336.0% | +119.8% | +216.1% | +175.4% |
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