+127.5%
TROW vs IBB
+125.2%
+2.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.8% |
| 7D | -3.0% | -5.2% | +2.2% | +0.8% |
| 30D | -5.5% | +1.5% | -6.9% | -6.8% |
| 3M | +2.3% | +22.1% | -19.9% | -12.0% |
| 6M | +23.9% | +17.7% | +6.2% | +9.0% |
| YTD | +7.9% | +20.2% | -12.3% | -6.9% |
| 1Y | +6.1% | +44.4% | -38.3% | -20.6% |
| 3Y | +13.8% | +61.1% | -47.3% | -22.4% |
| 5Y | -38.2% | +18.5% | -56.7% | -47.8% |
| All | +127.5% | +125.2% | +2.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling