+260.2%
TROW vs IOVA
-91.7%
+351.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +0.4% | +5.1% | -4.7% | +0.3% |
| 30D | -4.0% | +37.2% | -41.3% | -4.8% |
| 3M | +5.0% | +117.5% | -112.5% | +2.6% |
| 6M | +24.3% | +69.6% | -45.3% | +22.0% |
| YTD | +9.8% | +218.7% | -208.9% | +5.8% |
| 1Y | +6.4% | +265.5% | -259.1% | +2.0% |
| 3Y | +15.8% | +46.2% | -30.4% | +11.3% |
| 5Y | -37.3% | -63.2% | +26.0% | -38.9% |
| 10Y | +130.6% | +6.1% | +124.5% | +120.3% |
| All | +260.2% | -91.7% | +351.9% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling