+179.3%
IJH vs TROW
+130.0%
+49.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -1.9% | -3.2% | +1.3% | -0.2% |
| 30D | -4.6% | -4.6% | 0.0% | -2.3% |
| 3M | -1.2% | -0.7% | -0.5% | -1.4% |
| 6M | +9.4% | +22.2% | -12.8% | -2.3% |
| YTD | +13.3% | +6.6% | +6.7% | +8.2% |
| 1Y | +13.4% | +5.8% | +7.6% | +8.5% |
| 3Y | +50.4% | +11.6% | +38.8% | +37.4% |
| 5Y | +49.0% | -38.9% | +87.9% | +82.0% |
| All | +179.3% | +130.0% | +49.2% | +81.5% |
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