+124.8%
TROW vs IOVA
+9.7%
+115.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.8% | -1.7% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | -4.6% | +27.6% | -32.2% | -7.0% |
| 3M | -0.7% | +117.2% | -117.8% | -9.1% |
| 6M | +22.2% | +77.7% | -55.5% | +13.0% |
| YTD | +6.6% | +215.0% | -208.4% | -7.8% |
| 1Y | +5.8% | +255.4% | -249.5% | -10.5% |
| 3Y | +11.6% | +42.6% | -31.0% | -6.0% |
| 5Y | -38.9% | -62.2% | +23.3% | -45.0% |
| All | +124.8% | +9.7% | +115.1% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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