+198.1%
IWD vs TROW
+130.0%
+68.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -0.8% | -3.2% | +2.4% | +0.6% |
| 30D | -0.8% | -4.6% | +3.8% | +1.2% |
| 3M | +6.9% | -0.7% | +7.6% | +6.7% |
| 6M | +18.3% | +22.2% | -3.9% | +7.7% |
| YTD | +22.4% | +6.6% | +15.7% | +17.7% |
| 1Y | +27.4% | +5.8% | +21.6% | +22.8% |
| 3Y | +71.2% | +11.6% | +59.6% | +57.4% |
| 5Y | +75.7% | -38.9% | +114.6% | +107.6% |
| All | +198.1% | +130.0% | +68.0% | +100.6% |
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