+721.2%
IWF vs TROW
+1,096.0%
-374.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.2% |
| 7D | +0.5% | -1.5% | +2.0% | +1.2% |
| 30D | -1.4% | -5.3% | +3.9% | +0.9% |
| 3M | +0.4% | +2.9% | -2.5% | -1.2% |
| 6M | +8.5% | +22.2% | -13.7% | -1.0% |
| YTD | +3.7% | +8.1% | -4.4% | -0.6% |
| 1Y | +8.5% | +5.8% | +2.7% | +4.7% |
| 3Y | +78.5% | +14.0% | +64.5% | +64.4% |
| 5Y | +73.6% | -38.3% | +111.9% | +102.9% |
| 10Y | +421.3% | +131.7% | +289.6% | +240.0% |
| All | +721.2% | +1,096.0% | -374.8% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling