+310.3%
IVV vs TROW
+122.3%
+188.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | -2.0% | +9.3% | -11.3% | -6.0% |
| 3M | -2.8% | -0.9% | -1.9% | -2.6% |
| 6M | +2.2% | +8.3% | -6.2% | -2.3% |
| YTD | +11.5% | +10.6% | +0.9% | +5.1% |
| 1Y | +13.5% | +10.5% | +3.0% | +6.8% |
| 3Y | +78.1% | +36.5% | +41.6% | +48.2% |
| 5Y | +73.1% | -37.1% | +110.2% | +103.2% |
| All | +310.3% | +122.3% | +188.1% | +181.2% |
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 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