+1,079.8%
TROW vs IBB
+560.8%
+519.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -1.3% | +1.4% | -2.7% | -2.4% |
| 30D | -4.5% | +10.5% | -15.0% | -11.7% |
| 3M | +3.9% | +23.6% | -19.8% | -11.6% |
| 6M | +22.6% | +22.6% | -0.1% | +4.4% |
| YTD | +10.1% | +25.7% | -15.5% | -8.2% |
| 1Y | +3.6% | +51.4% | -47.8% | -25.2% |
| 3Y | +12.4% | +64.4% | -52.0% | -24.3% |
| 5Y | -37.5% | +22.1% | -59.6% | -47.3% |
| 10Y | +130.0% | +132.5% | -2.5% | +15.5% |
| All | +1,079.8% | +560.8% | +519.0% | +92.4% |
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