+124.8%
TROW vs IBN
+324.2%
-199.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.9% |
| 7D | -3.2% | -3.0% | -0.2% | -2.1% |
| 30D | -4.6% | -1.5% | -3.1% | -4.1% |
| 3M | -0.7% | +7.9% | -8.6% | -3.5% |
| 6M | +22.2% | +8.6% | +13.6% | +18.3% |
| YTD | +6.6% | -0.6% | +7.2% | +6.3% |
| 1Y | +5.8% | -7.3% | +13.2% | +8.0% |
| 3Y | +11.6% | +26.2% | -14.6% | +0.5% |
| 5Y | -38.9% | +57.8% | -96.8% | -49.3% |
| All | +124.8% | +324.2% | -199.4% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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