+886.2%
IVZ vs TROW
+4,107.7%
-3,221.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.4% | +4.3% | -6.8% | -5.2% |
| 30D | -11.2% | +4.2% | -15.4% | -13.6% |
| 3M | -14.0% | -3.4% | -10.6% | -11.9% |
| 6M | +0.5% | +4.7% | -4.2% | -3.0% |
| YTD | +5.4% | +10.1% | -4.7% | -1.5% |
| 1Y | +19.5% | +11.7% | +7.7% | +10.5% |
| 3Y | +128.7% | +32.5% | +96.2% | +90.0% |
| 5Y | +28.8% | -38.5% | +67.3% | +79.7% |
| 10Y | +52.3% | +148.0% | -95.7% | -11.2% |
| All | +886.2% | +4,107.7% | -3,221.5% | +168.5% |
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 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