+188.3%
ITW vs TROW
+130.0%
+58.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | -0.7% | -3.2% | +2.5% | +0.9% |
| 30D | -8.3% | -4.6% | -3.7% | -6.2% |
| 3M | +6.0% | -0.7% | +6.7% | +5.8% |
| 6M | 0.0% | +22.2% | -22.2% | -10.2% |
| YTD | +10.2% | +6.6% | +3.6% | +5.3% |
| 1Y | +3.2% | +5.8% | -2.6% | -1.3% |
| 3Y | +21.0% | +11.6% | +9.4% | +9.8% |
| 5Y | +37.9% | -38.9% | +76.8% | +66.8% |
| All | +188.3% | +130.0% | +58.2% | +79.8% |
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