+124.8%
TROW vs INDA
+84.7%
+40.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.8% |
| 7D | -3.2% | -2.7% | -0.5% | -1.3% |
| 30D | -4.6% | -2.8% | -1.8% | -2.8% |
| 3M | -0.7% | +1.6% | -2.3% | -1.8% |
| 6M | +22.2% | -1.4% | +23.6% | +23.0% |
| YTD | +6.6% | -10.1% | +16.8% | +14.5% |
| 1Y | +5.8% | -8.8% | +14.6% | +12.2% |
| 3Y | +11.6% | +7.6% | +4.0% | +4.6% |
| 5Y | -38.9% | +5.8% | -44.7% | -41.7% |
| All | +124.8% | +84.7% | +40.1% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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