-39.0%
TROW vs ITOT
+74.3%
-113.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.3% |
| 7D | -3.2% | -0.9% | -2.3% | -2.0% |
| 30D | -4.6% | -1.5% | -3.2% | -2.8% |
| 3M | -0.7% | +3.6% | -4.2% | -5.4% |
| 6M | +22.2% | +13.7% | +8.5% | +2.3% |
| YTD | +6.6% | +12.9% | -6.3% | -9.8% |
| 1Y | +5.8% | +17.2% | -11.4% | -15.0% |
| 3Y | +11.6% | +75.6% | -64.0% | -49.5% |
| All | -39.0% | +74.3% | -113.2% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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