+27.4%
IVZ vs TROW
-38.9%
+66.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.4% | +4.3% | -6.8% | -5.9% |
| 30D | -11.2% | +4.2% | -15.4% | -14.2% |
| 3M | -14.0% | -3.4% | -10.6% | -11.4% |
| 6M | +0.5% | +4.7% | -4.2% | -4.1% |
| YTD | +5.4% | +10.1% | -4.7% | -3.7% |
| 1Y | +19.5% | +11.7% | +7.7% | +7.7% |
| 3Y | +128.7% | +32.5% | +96.2% | +78.7% |
| All | +27.4% | -38.9% | +66.3% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling