+48.3%
IEMG vs TROW
-39.3%
+87.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -1.3% | -3.2% | +1.9% | -0.3% |
| 30D | +1.9% | -4.6% | +6.5% | +3.4% |
| 3M | +1.4% | -0.7% | +2.1% | +1.3% |
| 6M | +15.2% | +22.2% | -7.0% | +7.7% |
| YTD | +23.8% | +6.6% | +17.2% | +20.5% |
| 1Y | +30.7% | +5.8% | +24.8% | +27.3% |
| 3Y | +83.3% | +11.6% | +71.7% | +72.0% |
| All | +48.3% | -39.3% | +87.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling