+38.2%
IVZ vs TROW
+120.8%
-82.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +1.5% |
| 7D | +5.1% | -0.5% | +5.6% | +5.6% |
| 30D | -1.6% | +6.7% | -8.3% | -7.2% |
| 3M | -9.1% | -1.7% | -7.5% | -7.7% |
| 6M | +1.8% | +7.8% | -6.0% | -5.7% |
| YTD | +10.8% | +9.9% | +0.9% | +0.8% |
| 1Y | +19.1% | +8.7% | +10.4% | +9.4% |
| 3Y | +144.4% | +35.2% | +109.2% | +82.9% |
| 5Y | +33.6% | -37.5% | +71.0% | +101.6% |
| All | +38.2% | +120.8% | -82.6% | -28.5% |
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