+84.9%
IWD vs TROW
+37.3%
+47.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +3.6% | +9.3% | -5.8% | +0.3% |
| 3M | +2.2% | -0.9% | +3.1% | +2.4% |
| 6M | +13.0% | +8.3% | +4.6% | +9.0% |
| YTD | +26.5% | +10.6% | +15.9% | +20.6% |
| 1Y | +30.1% | +10.5% | +19.6% | +23.9% |
| 3Y | +84.9% | +36.5% | +48.3% | +58.8% |
| All | +84.9% | +37.3% | +47.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling