+209.4%
IEFA vs TROW
+175.6%
+33.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.4% | -3.0% | +0.6% | -1.2% |
| 30D | -2.1% | -5.5% | +3.3% | +0.1% |
| 3M | +5.5% | +2.3% | +3.3% | +4.3% |
| 6M | +8.1% | +23.9% | -15.8% | -1.1% |
| YTD | +11.9% | +7.9% | +4.0% | +7.7% |
| 1Y | +18.1% | +6.1% | +11.9% | +14.1% |
| 3Y | +65.5% | +13.8% | +51.6% | +51.9% |
| 5Y | +50.1% | -38.2% | +88.3% | +72.2% |
| 10Y | +144.2% | +131.3% | +13.0% | +45.0% |
| All | +209.4% | +175.6% | +33.8% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling