+144.6%
IEFA vs TROW
+130.0%
+14.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -1.6% | -3.2% | +1.6% | -0.4% |
| 30D | -1.5% | -4.6% | +3.1% | +0.2% |
| 3M | +3.4% | -0.7% | +4.1% | +3.3% |
| 6M | +9.5% | +22.2% | -12.7% | +1.2% |
| YTD | +13.0% | +6.6% | +6.4% | +9.6% |
| 1Y | +18.0% | +5.8% | +12.2% | +14.4% |
| 3Y | +65.4% | +11.6% | +53.8% | +53.8% |
| 5Y | +51.6% | -38.9% | +90.5% | +72.8% |
| All | +144.6% | +130.0% | +14.5% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling