+5,589.7%
IT vs TROW
+6,371.9%
-782.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.3% |
| 7D | -9.1% | +0.4% | -9.5% | -9.2% |
| 30D | -7.0% | -4.0% | -3.0% | -5.4% |
| 3M | +7.6% | +5.0% | +2.6% | +5.5% |
| 6M | +2.1% | +24.3% | -22.2% | -6.3% |
| YTD | -31.6% | +9.8% | -41.4% | -34.0% |
| 1Y | -29.9% | +6.4% | -36.4% | -31.6% |
| 3Y | -51.3% | +15.8% | -67.1% | -54.6% |
| 5Y | -44.8% | -37.3% | -7.5% | -36.6% |
| 10Y | +91.4% | +130.6% | -39.3% | +33.6% |
| All | +5,589.7% | +6,371.9% | -782.2% | +1,191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling