-38.2%
TROW vs IAG
+813.2%
-851.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -3.0% | -4.1% | +1.1% | -2.6% |
| 30D | -5.5% | +10.6% | -16.1% | -6.4% |
| 3M | +2.3% | +35.4% | -33.1% | -0.8% |
| 6M | +23.9% | -9.5% | +33.5% | +24.0% |
| YTD | +7.9% | +21.8% | -13.9% | +4.4% |
| 1Y | +6.1% | +84.1% | -78.0% | -1.8% |
| 3Y | +13.8% | +817.4% | -803.5% | -14.6% |
| All | -38.2% | +813.2% | -851.4% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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