+766.3%
IVV vs TROW
+1,131.7%
-365.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.9% | -1.7% | +0.7% | -0.2% |
| 30D | -2.3% | +6.4% | -8.8% | -5.0% |
| 3M | -1.2% | -1.5% | +0.3% | -0.7% |
| 6M | +3.3% | +8.3% | -5.0% | -0.7% |
| YTD | +12.3% | +12.4% | -0.1% | +5.8% |
| 1Y | +12.5% | +12.4% | +0.1% | +5.8% |
| 3Y | +79.2% | +38.3% | +40.8% | +51.7% |
| 5Y | +75.6% | -35.2% | +110.8% | +98.8% |
| 10Y | +313.4% | +128.8% | +184.5% | +166.2% |
| All | +766.3% | +1,131.7% | -365.3% | +126.2% |
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