+1,085.2%
TROW vs IBB
+562.7%
+522.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +0.5% | -0.5% | +1.0% | +0.9% |
| 30D | +9.3% | +4.6% | +4.8% | +5.7% |
| 3M | -0.9% | +6.8% | -7.7% | -6.4% |
| 6M | +8.3% | +23.1% | -14.8% | -8.2% |
| YTD | +10.6% | +26.0% | -15.4% | -8.5% |
| 1Y | +10.5% | +30.4% | -19.8% | -10.9% |
| 3Y | +36.5% | +85.4% | -48.9% | -16.3% |
| 5Y | -37.1% | +39.7% | -76.8% | -52.1% |
| 10Y | +125.2% | +127.1% | -1.9% | +15.1% |
| All | +1,085.2% | +562.7% | +522.6% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling