+5.8%
TROW vs IOVA
+259.8%
-254.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.8% | -1.4% |
| 7D | -3.2% | -2.2% | -1.0% | -3.1% |
| 30D | -4.6% | +27.6% | -32.2% | -5.7% |
| 3M | -0.7% | +117.2% | -117.8% | -4.6% |
| 6M | +22.2% | +77.7% | -55.5% | +17.7% |
| YTD | +6.6% | +215.0% | -208.4% | -0.3% |
| 1Y | +5.8% | +255.4% | -249.5% | -1.6% |
| All | +5.8% | +259.8% | -254.0% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling