+939.7%
TROW vs IAG
+378.9%
+560.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -1.7% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | -5.3% | +11.4% | -16.7% | -6.2% |
| 3M | +2.9% | +33.0% | -30.1% | +0.4% |
| 6M | +22.2% | -6.0% | +28.2% | +21.9% |
| YTD | +8.1% | +24.6% | -16.5% | +5.0% |
| 1Y | +5.8% | +105.0% | -99.2% | -1.6% |
| 3Y | +14.0% | +837.9% | -823.9% | -8.4% |
| 5Y | -38.3% | +817.0% | -855.2% | -51.7% |
| 10Y | +131.7% | +425.3% | -293.7% | +77.7% |
| All | +939.7% | +378.9% | +560.8% | +617.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling