+73.3%
IWD vs TROW
-38.1%
+111.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | 0.0% |
| 7D | -1.2% | -1.5% | +0.3% | -0.6% |
| 30D | -1.6% | -5.3% | +3.7% | +0.3% |
| 3M | +7.0% | +2.9% | +4.1% | +5.5% |
| 6M | +17.0% | +22.2% | -5.2% | +8.2% |
| YTD | +21.6% | +8.1% | +13.5% | +17.3% |
| 1Y | +28.0% | +5.8% | +22.2% | +24.2% |
| 3Y | +70.6% | +14.0% | +56.5% | +57.9% |
| 5Y | +73.3% | -38.3% | +111.6% | +90.2% |
| All | +73.3% | -38.1% | +111.4% | +90.2% |
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