+313.6%
IVV vs TROW
+132.8%
+180.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -0.6% |
| 30D | -1.6% | -5.5% | +3.8% | +0.9% |
| 3M | +4.8% | +2.3% | +2.5% | +3.2% |
| 6M | +12.6% | +23.9% | -11.3% | +1.3% |
| YTD | +11.8% | +7.9% | +3.9% | +6.8% |
| 1Y | +17.6% | +6.1% | +11.4% | +12.9% |
| 3Y | +77.0% | +13.8% | +63.2% | +60.8% |
| 5Y | +82.6% | -38.2% | +120.8% | +115.3% |
| All | +313.6% | +132.8% | +180.9% | +185.3% |
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