+63.4%
IVZ vs TROW
+128.2%
-64.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | +0.6% |
| 7D | +1.2% | -1.5% | +2.7% | +2.6% |
| 30D | +1.8% | -5.3% | +7.1% | +6.9% |
| 3M | +15.7% | +2.9% | +12.8% | +11.8% |
| 6M | +36.3% | +22.2% | +14.1% | +12.5% |
| YTD | +24.9% | +8.1% | +16.8% | +15.3% |
| 1Y | +48.9% | +5.8% | +43.1% | +40.2% |
| 3Y | +136.8% | +14.0% | +122.8% | +107.1% |
| 5Y | +60.0% | -38.3% | +98.2% | +143.5% |
| 10Y | +63.4% | +131.7% | -68.3% | -23.3% |
| All | +63.4% | +128.2% | -64.8% | -23.3% |
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