+65.1%
IVZ vs TROW
-37.5%
+102.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +2.0% |
| 7D | +0.6% | -1.3% | +2.0% | +1.8% |
| 30D | +4.0% | -4.5% | +8.5% | +8.1% |
| 3M | +18.2% | +3.9% | +14.3% | +13.6% |
| 6M | +32.8% | +22.6% | +10.3% | +10.7% |
| YTD | +28.7% | +10.1% | +18.6% | +17.5% |
| 1Y | +55.4% | +3.6% | +51.8% | +49.4% |
| 3Y | +135.2% | +12.4% | +122.8% | +110.3% |
| All | +65.1% | -37.5% | +102.6% | +128.2% |
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 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