I would like to calculate the annualized rate of returns for investment accounts. I have yearly return %'s, but don't know how to get the annualized returns over a course of time (e.g., 3 years, 5 years, etc.)

I even have a check (the S&P) whose returns have been 26.46, 15.06, and 2.11 from 2009-2011, and the return rate for that period of time is 14.11. Anyone have an idea how that was calculated so I can incorporate it for my investment accounts?