-41.9%
IT vs TROW
-39.3%
-2.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.4% | +5.8% |
| 7D | -3.7% | -3.2% | -0.5% | -2.1% |
| 30D | +0.1% | -4.6% | +4.7% | +2.5% |
| 3M | +20.7% | -0.7% | +21.3% | +20.9% |
| 6M | +12.0% | +22.2% | -10.2% | +1.0% |
| YTD | -28.8% | +6.6% | -35.4% | -31.1% |
| 1Y | -25.5% | +5.8% | -31.3% | -27.8% |
| 3Y | -48.8% | +11.6% | -60.4% | -52.6% |
| All | -41.9% | -39.3% | -2.6% | -25.7% |
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 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