+776.1%
IVV vs TROW
+1,106.5%
-330.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.7% |
| 30D | +0.1% | -4.5% | +4.6% | +2.0% |
| 3M | +2.0% | +3.9% | -1.9% | 0.0% |
| 6M | +13.0% | +22.6% | -9.5% | +3.2% |
| YTD | +13.6% | +10.1% | +3.5% | +8.1% |
| 1Y | +20.1% | +3.6% | +16.5% | +17.0% |
| 3Y | +77.6% | +12.4% | +65.2% | +64.2% |
| 5Y | +82.5% | -37.5% | +120.0% | +109.6% |
| 10Y | +316.5% | +130.0% | +186.6% | +167.8% |
| All | +776.1% | +1,106.5% | -330.4% | +131.1% |
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