+39.8%
IJR vs TROW
-39.3%
+79.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -0.6% |
| 30D | -4.6% | -4.6% | 0.0% | -2.3% |
| 3M | +0.2% | -0.7% | +0.9% | 0.0% |
| 6M | +14.7% | +22.2% | -7.5% | +2.7% |
| YTD | +18.9% | +6.6% | +12.2% | +13.7% |
| 1Y | +19.9% | +5.8% | +14.1% | +15.0% |
| 3Y | +53.0% | +11.6% | +41.4% | +40.7% |
| All | +39.8% | -39.3% | +79.1% | +64.7% |
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