-1.3%
IWF vs TROW
+17.3%
-18.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | -1.1% |
| 7D | -4.2% | +8.2% | -12.4% | -6.1% |
| 30D | -8.1% | +8.3% | -16.5% | -10.0% |
| 3M | -5.1% | -1.6% | -3.5% | -4.6% |
| 6M | -1.4% | +11.9% | -13.3% | -5.1% |
| YTD | -0.1% | +14.3% | -14.4% | -6.0% |
| 1Y | -1.3% | +17.0% | -18.3% | -7.7% |
| All | -1.3% | +17.3% | -18.6% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling