+36.5%
TROW vs IOVA
+99.0%
-62.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +0.5% | -3.5% | +4.0% | +0.7% |
| 30D | +9.3% | -45.4% | +54.7% | +13.0% |
| 3M | -0.9% | +19.0% | -19.9% | -4.1% |
| 6M | +8.3% | +112.0% | -103.7% | -1.1% |
| YTD | +10.6% | +184.2% | -173.6% | -2.9% |
| 1Y | +10.5% | +222.0% | -211.4% | -4.3% |
| 3Y | +36.5% | +92.6% | -56.0% | +6.0% |
| All | +36.5% | +99.0% | -62.4% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling