+75.1%
IWF vs TROW
-39.3%
+114.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -0.9% | -3.2% | +2.3% | +0.6% |
| 30D | -1.7% | -4.6% | +2.9% | +0.5% |
| 3M | +0.7% | -0.7% | +1.3% | +0.4% |
| 6M | +8.6% | +22.2% | -13.6% | -2.5% |
| YTD | +3.5% | +6.6% | -3.1% | -0.9% |
| 1Y | +7.0% | +5.8% | +1.2% | +2.5% |
| 3Y | +76.3% | +11.6% | +64.7% | +60.1% |
| All | +75.1% | -39.3% | +114.4% | +108.3% |
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