-38.2%
TROW vs IOVA
-66.4%
+28.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.1% |
| 7D | -3.0% | -6.4% | +3.4% | -2.4% |
| 30D | -5.5% | +25.4% | -30.9% | -7.7% |
| 3M | +2.3% | +115.3% | -113.1% | -6.5% |
| 6M | +23.9% | +56.5% | -32.6% | +15.9% |
| YTD | +7.9% | +198.2% | -190.3% | -6.5% |
| 1Y | +6.1% | +242.0% | -235.9% | -10.4% |
| 3Y | +13.8% | +36.8% | -23.0% | -5.2% |
| 5Y | -38.2% | -64.3% | +26.0% | -44.8% |
| All | -38.2% | -66.4% | +28.2% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling