+166.4%
IWM vs TROW
+130.0%
+36.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -0.6% |
| 30D | -4.6% | -4.6% | 0.0% | -2.1% |
| 3M | -0.3% | -0.7% | +0.4% | -0.5% |
| 6M | +14.7% | +22.2% | -7.5% | +1.9% |
| YTD | +17.8% | +6.6% | +11.2% | +12.4% |
| 1Y | +21.2% | +5.8% | +15.4% | +16.0% |
| 3Y | +62.3% | +11.6% | +50.7% | +48.7% |
| 5Y | +38.7% | -38.9% | +77.7% | +71.8% |
| All | +166.4% | +130.0% | +36.3% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling